浮动利率证券
- 网络Floating-rate securities
浮动利率证券-
逆向浮动利率证券的存续期通常比其期限要长。
The duration of an inverse floater is longer than its maturity .
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重新设定浮动利率证券的利息率的日期。
Any date on which the floating rate payable on a floater is reset .
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因此，逆向浮动利率证券的存续期就大于其基础的固定利率债券的存续期。
Hence , the duration of the inverse floater exceeds the duration of the underlying fixed-rate bond .
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浮动利率证券的存续期很短，只等于到下一个息票率调整日的间隔。
The duration of a floater is quite short , equal to the time until the next coupon reset date .
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基于跳跃-扩散利率模型的浮动利率抵押贷款支持证券定价研究
A Study on Pricing for Adjusted Rate Mortgage-Backed Securities Based on Jump-Diffusion Interest Rate Model