- adjusted curve
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приведенная кривая
Англо-русский словарь терминов металлургии и сварки. 2011.
adjusted curve
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Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied … Wikipedia
Option adjusted spread — (OAS) is the flat spread over the treasury yield curve required to discount a security payment to match its market price. This concept can be applied to mortgage backed security (MBS), Options, Bonds and any other interest rate… … Wikipedia
Bell curve grading — In education, grading on a bell curve (or simply known as curving) is a method of assigning grades designed to yield a desired distribution of grades among the students in a class. Strictly speaking, grading on a bell curve refers to the… … Wikipedia
Yield curve spread — on a simple mortgage backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre determined coupon schedule to arrive at its present market price.That is, the MBS yield curve spread is based on a… … Wikipedia
option-adjusted spread — ( OAS) (1) A measurement of the return provided to an investor from a financial instrument that is either an option or that includes an option. The option adjusted spread calculations break up a security into separate cash flows. Each of those… … Financial and business terms
Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… … Wikipedia
Runoff curve number — The runoff curve number (also called a curve number or simply CN) is an empirical parameter used in hydrology for predicting direct runoff or infiltration from rainfall excess.[1] The curve number method was developed by the USDA Natural… … Wikipedia
Area-under-the-ROC-curve — Schätzgütemaße für ordinale Insolvenzprognosen messen die Qualität ordinaler Insolvenzprognosen. Ordinale Insolvenzprognosen sind Prognosen über die relativen Ausfallwahrscheinlichkeiten der bewerteten Unternehmen wie „Unternehmen Y fällt mit… … Deutsch Wikipedia
Area under the ROC curve — Schätzgütemaße für ordinale Insolvenzprognosen messen die Qualität ordinaler Insolvenzprognosen. Ordinale Insolvenzprognosen sind Prognosen über die relativen Ausfallwahrscheinlichkeiten der bewerteten Unternehmen wie „Unternehmen Y fällt mit… … Deutsch Wikipedia
Kruithof curve — Named after the Dutch engineer Arie Andries Kruithof, [cite web|first=Arie Andries|last=Kruithof|url=http://dap.library.uu.nl/cgi bin/dap/dap?diss id=7789|title=Aanslag van het waterstofmolecuulspectrum door electronen|month=December 12|year=1934 … Wikipedia
Option-adjusted spread (OAS) — (1) The spread over an issuer s spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market price. (2) The cost of the implied call embedded in a MBS, defined as… … Financial and business terms
