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In this paper the interest yield curve will be plotted at three points based upon three models that were found appropriate for each rate. Knowledge of the term structure of

In this paper the interest yield curve will be plotted at three points based upon three models that were found appropriate for each rate. Knowledge of the term structure of interest yield curves is helpful in the understanding of bond pricing, investment decisions, and public policy (ANG). This paper will examine the intricacies of the yield curve by developing three individual reference rates -a 2-year, 5-year, and 10-year- with the use of financial instruments and multivariate linear regression.

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Date Created
  • 2012-12
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  • Text
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