Term Structure Of Interest Rates

Term Structure Of Interest Rates

Introduction

At present, the relevant research of the term structure of interest rates of our country is mostly directed against a certain specific market or a certain specific method, lacking the integrality. For constructing a systemic, scientific term structure of interest rate of our country, respective term structure of interest rate are deduced from the treasury bond market, bank deposit market, inter-bank borrowing market, bank repo market, and RMB interest rate swap market. And then according to different weights, a synthesized term structure of interest rate of our country is constructed ...