Affine term structure model
id:
affine-term-structure-model-246-1398845
title:
Affine term structure model
text:
An affine term structure model is a financial model that relates zero-coupon bond prices to a spot rate model. It is particularly useful for deriving the yield curve – the process of determining spot rate model inputs from observable bond market data. The affine class of term structure models implies the convenient form that log bond prices are linear functions of the spot rate.
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Affine_term_structure_model
date created:
date modified:
2024-01-10T18:09:38Z
main entity:
{"identifier":"Q4688953","url":"https://www.wikidata.org/entity/Q4688953"}
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fields total:
13
integrity:
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