Yield curve
- Japanese
- イールドカーブ
- Last reviewed
- September 24, 2026
This is a draft, shown for review before publication.
A yield curve shows the relationship between interest rates and the remaining time to maturity. It lists the rate for each maturity, and each type of underlying rate, such as swap fixed rates or OIS fixed rates, has its own curve.
Related terms
Explained in detail
Pages that use this term
- Zero Rates and Forward Rates
- Curve Interpolation
- Forward Rate Agreements (FRA)
- Valuing an Interest Rate Swap
- Caps and Floors
- Swaptions
- Overview of Exotic Rate Products
- Constant Maturity Swaps (CMS)
- CMS Spread Options
- The Hull-White Model
- Sensitivities: DV01, Vega and Key Rate Sensitivities
- Stress Testing
- Exposure Measures: CE, PFE, EE/EPE and EAD
- Exposure Profiles by Product