Yield Curve definition

Yield Curve means a curve that shows the yields of similar bonds with different maturity dates. The curve shows the relation between the level of the interest rate (or cost of borrowing) and the time to maturity of the bond.
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Yield Curve means [***].
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Yield Curve. TSY Mat 1MO 3MO 6MO 1YR 2YR 3YR 5YR 10YR 30YR 1MO 3MO 6MO 2YR 3YR 5YR 10YR 30YR Yld 3.54 3.72 3.96 4.23 4.415 4.493 4.603 4.778 5.0265 3.281 3.477 3.718 4.031 4.066 4.135 4.31 4.515
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Examples of Yield Curve in a sentence

  • The rates must be indexed against the US Daily Treasury Yield Curve Rates, or a comparable index, and must be the rate in effect at the end of each calendar quarter.

  • Assumed Reinvestment Rate: 1/12 of the yield rate expressed as a decimal to 2 digits, as of the close of the trading session which is 5 Business Days before the Prepayment Date, found among the Daily Treasury Yield Curve Rates, commonly known as Constant Maturity Treasury (“CMT”) rates, with a maturity equal to the remaining Yield Maintenance Period, as reported on the U.S. Department of the Treasury website.

  • The 1-Month Treasury ▇▇▇▇ rate can be found from the U.S. Department of Treasury site under the “Daily Treasury Yield Curve Rate” drop down option.

  • U.S. Department of the Treasury, “Daily Treasury Yield Curve Rates,” ▇▇▇▇://▇▇▇.▇▇▇▇▇▇▇.▇▇▇/offices/domestic-finance/debt-management/interest-rate/ yield_historical_2007.shtml (accessed June 13, 2009).

  • The rates must be indexed against the US Daily Treasury Yield Curve Rates, and must be the rate in effect at the end of each calendar quarter.

  • Seller shall also create a single chart which plots all of energy yield curves set forth in Item 2(d) and Item 2(e) of this Exhibit K on the Generating Facility Energy Yield Curve worksheet.

  • Treasury Note Yield Curve Rates (as published in the “Commodities Report” in the Wall Street Journal for each day (the “10 Year Note Yield”)) for the last Business Day of the applicable Contract Year, and (ii) the 10 Year Note Yield as of the Effective Date.

  • Within 45 days after the end of the tenancy, the Landlord shall return the security deposit to the Tenant together with simple interest which has accrued in the amount of 1.5% percent per annum, or a rate equal to the U.S. Treasury Daily Yield Curve Rate, whichever is higher, less any damages rightfully withheld.

  • The Retrocedant may at its absolute discretion elect to recalculate the Required Collateral Amount by giving the Retrocessionaire three (3) Business Days' notice of its intention to do so whereupon the Retrocedant may deliver a recalculation of the Required Collateral Amount based on the Yield Curve as at the end of the Business Day which falls immediately after the expiration of the abovementioned written notice period.

  • The obligation to pay the 2012 Additional Quarterly Fixed Payments is contingent upon FoundryCo being in Commercial Production of [****] MPU Products in 2012, even if the Yields for such [****] MPU Products fall below the Target Yield Curve (as defined in Schedule D) for such [****] MPU Products in 2012.


More Definitions of Yield Curve

Yield Curve means the yield curve published daily on the official website of the Central Bank.
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Yield Curve means a chart depicting the computation of yield spread, by maturity, for the Company and the yield for on-the-run Treasury Securities.
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Yield Curve. A graph showing the relationship at a single point in time between the available maturities of a security or similar securities with essentially identical credit risk and the yields that can be earned for each of those available maturities. A graphical depiction of the term structure of interest rates at any given point in time. Yield curves may be constructed for different instruments. Yield-to-call (YTC): The rate of return an investor earns from a bond assuming the bond is redeemed (called) prior to its nominal maturity date. Yield Curve-A graphic representation that depicts the relationship at a given point in time between yields and maturity for bonds that are identical in every way except maturity. A normal yield curve may be alternatively referred to a positive yield curve. Yield-to-maturity: The rate of return yielded by a debt security held to maturity when both interest payments and the investor’s potential capital gain or loss are included in the calculation of return. Zero-coupon Securities: Security that is issued at a discount and makes no periodic interest payments. The rate of return consists of a gradual accretion of the principal of the security and is payable at par upon maturity.
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Yield Curve approach means different things to different people. For example, a ‘yield curve’ approach can be a single equivalent basis derived from ‘yield curves’ using actual scheme cashflows or proxy cashflows with a similar profile. To provide flexibility and enhance pragmatism we would welcome clarification that advisors can use their judgement when adopting a suitable ‘yield curve’ approach.
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Yield Curve means a graph showing how quickly or slowly interest rates are projected to rise or fall over time. The x-axis is the passage of time, and the y-axis is the projected bond interest rate. A steep yield curve indicates that the interest rates are expected to rise quickly when comparing one bond term to longer bond terms over time. Corresponding, a relatively flat yield curve indicates that interest rates are expected to rise slowly when comparing one bond term to longer bond terms over time.
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