查询词典 zero curve

The research of this chapter, on one hand, sets a solid foundation for the following chapter three and chapter four, and on the other hand, provides the theoretical frame for setting up yield curve of zero-coupon bond of China.

本章的研究一方面为论文第三章第四章的研究打下了基础，另一方面为第五章中国零息票债券收益率曲线的构建提供了理论框架。

Chapter two studies the measurement foundation of interest rate risk of commercial banks, the establishment of yield curve of zero-coupon bond. The whole chapter is divided into three sections.

第二章研究了商业银行利率风险的度量基础——零息票债券收益率曲线的构建，全章共分为三节。

Because the establishment of zero-coupon bond yield curve in China is the benchmark of Chinese measurement and management of interest rate risk in commercial banks, the research of this chapter plays an important and indispensable role in the dissertation.

鉴于中国零息票债券收益率曲线构建，是中国商业银行度量和管理利率风险的标杆，本章的研究在论文中有着不可或缺的重要作用。

The final conclusion is that the restraint conditions of establishing zero-coupon bond yield curve in China are mainly the lack of samples in bond market of exchange and the lack of authenticity of data in inter-bank bond market.

最后的结论是，中国零息票债券收益率曲线构造的约束条件主要有交易所债券市场样本不足和银行间债券市场数据失真。

No matter what the historical evolvement is analyzed or the theoretical frame is established, all have an important purpose that they serve the realistic analysis for China. Chapter five and chapter six of the dissertation base themselves upon realistic constraint of China, probing respectively the establishment of the zero-coupon bond yield curve of China, and the measurement and management of interest rate risk in commercial bank of China, by using the theoretical frame established before.

无论是分析历史演变，还是构建理论框架，都有一个重要目的，就是服务于对中国的现实分析，论文的第五章和第六章都是立足于中国的现实约束，运用前面构造的理论框架，分别探索中国的零息票债券收益率曲线的构建和中国的商业银行利率风险的度量与管理。

In the part of model establishment and empirical analysis, the dissertation using the international popular models, spline model and Nelson- Siegel model, to establish the zero-coupon bond yield curve in China and also analyze and appraise the result.

在模型构造及实证分析部分，论文运用现在国际上流行使用的样条函数模型和Nelson—Siegel模型构造了我国的零息票债券收益率曲线，并对估计结果作出了分析和评价。

The third section establishes zero-coupon bond yield curve based on restraint conditions. The contents refer to data collecting and data handling, model establishing under restraint conditions and empirical analysis.

本章的第三节是在约束条件下构造中国的零息票债券收益率曲线，内容涉及到约束条件下的数据采集及处理、约束条件下的模型构造及实证分析两个方面。

By using the semi experiential engineering arithmetic based on the ideology of area ratio , the slope of lift coefficient curve, the zero lift drag coefficient and the induced drag factor of double delta wing aircraft were calculated.

采用基于面积比思想的半经验工程算法计算了双三角翼飞机的升力系数曲线斜率、零升阻力系数和诱导阻力因子。

A plane curve is smooth if it is determined by a pair of parametric equations ,Whereandexist and are contiuous on, andand are not simultaneously zero on.

称平面曲线是光滑的，如果曲线可以由参数方程，决定，其中和在上连续，且和在上不同时为0。

Finally, according to market conditions and market products this article paper analyzes the trends in the development of camera technology, and designs a color night vision camera.

最后根据市场情况和市面上产品的情况分析了摄像机技术的发展趋势，并设计了一款彩色夜视摄像机。

Only person height weeds and the fierce looks stone idles were there.

只有半人深的荒草和龇牙咧嘴的神像。