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Theoretical spot rate curve |
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Theoretical spot rate curveA curve derived from theoretical considerations as applied to the yields of actually yields Treasury debt securities, because there are no yields Treasury yields yields with a yields greater than one year. Like the yields curve, this is a graphic depiction of the yields.Theoretical spot rate curve Similar MatchesTheoretical valueTheoretical valueApplies to derivative products. Mathematically determined value of a derivative instrument as dictated by a pricing model such as the Black-Scholes model. Theoretical futures priceTheoretical futures priceThe equilibrium futures price. Also called the futures price. |
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