yield pickup

yield pickup

фр. gain net de rendement

исп. No Spanish

стратегия чистого выигрыша (на основе кривых доходности)

Валютная стратегия, предусматривающая страхование от потерь, при которой учитываются различия в формах кривых доходности по двум валютам. Поскольку разница в процентных ставках по этим двум валютам не находит своего отражения в будущих валютных курсах, это создает возможность арбитража и валютного хеджирования, так как облигации с эквивалентными сроками погашения и с номиналами в данных валютах могут стать предметом свопа.


Финансы и долги. — М.: Весь мир. 1997.

Игры ⚽ Поможем сделать НИР

Смотреть что такое "yield pickup" в других словарях:

  • Yield Pickup — The additional interest rate an investor receives when selling a lower yielding bond in exchange for a higher yielding bond. The bond with the lower yield generally has a shorter maturity, while the bond with the higher yield will typically have… …   Investment dictionary

  • Pure Yield Pickup Swap — A transaction in which bonds with lower returns are swapped for bonds with higher returns. With a pure yield pickup swap the sole purpose of the transaction is to increase yield, the new bonds will have a similar maturity and risk rating as the… …   Investment dictionary

  • Pure yield pickup swap — Moving to higher yield bonds. The New York Times Financial Glossary …   Financial and business terms

  • pure yield pickup swap — Moving to higher yield bonds . Bloomberg Financial Dictionary …   Financial and business terms

  • Pickup — A gain in yield made by selling one bond and buying another. When market interest rates change, bond yields change. If the new interest rates are higher than the old rates, investors can achieve a better yield, or pickup, by selling their old… …   Investment dictionary

  • Pickup — The gain in yield that occurs when a block of bonds is swapped for another block of higher coupon bonds. The New York Times Financial Glossary * * * pickup UK US (also pick up) /ˈpɪkʌp/ noun ► [S] COMMERCE an increase or improvement in profits,… …   Financial and business terms

  • pickup — The gain in yield that occurs when a block of bonds is swapped for another block of higher coupon bonds. Bloomberg Financial Dictionary * * * pickup UK US (also pick up) /ˈpɪkʌp/ noun ► [S] COMMERCE an increase or improvement in profits, sales,… …   Financial and business terms

  • yield differential/pickup — Mainly applies to convertible securities. Graph showing the term structure of interest rates by plotting the yield of all bonds of the same quality with maturities ( maturity) ranging from the shortest to the longest available. Bloomberg… …   Financial and business terms

  • Collateralized mortgage obligation — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Discount Note — A short term debt obligation issued at a discount to par. Discount notes are similar to zero coupon bonds and Treasury bills and are typically issued by government sponsored agencies or highly rated corporate borrowers. Discount notes do not make …   Investment dictionary

  • Своп с чистым ростом доходности — своп с установлением более высокой доходности. По английски: Pure yield pickup swap См. также: Свопы процентных ставок Финансовый словарь Финам …   Финансовый словарь


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»