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term structure of interest rates

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Financial Dictionary

Term Structure of Interest Rates

A yield curve displaying the relationship between spot rates of zero-coupon securities and their term to maturity.

Investopedia Commentary

The resulting curve allows an interest rate pattern to be determined, which can then be used to discount cash flows appropriately. Unfortunately, most bonds carry coupons, so the term structure must be determined using the prices of these securities. Term structures are continuously changing, and though the resulting yield curve is usually normal, it can also be flat or inverted.

Related Links

Trying To Predict Interest Rates
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Forces Behind Interest Rates
It's In Your Interest

See also: Coupon, Discounted Cash Flow - DCF, Heath-Jarrow-Morton (HJM) Model, Interest Rate, Liquidity Preference Theory, Maturity, Spot Rate, Yield Curve

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Financial Dictionary

term structure of interest rates

See yield curve.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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