题目
A yield curve constructed from a sequence of yields-to-maturity on zero-coupon bonds is the:
选项
A.par curve.
B.spot curve.
C.forward curve.
答案
B
解析
： B is correct. The spot curve, also known as the strip or zero curve, is the yield curve constructed from a sequence of yields-to-maturities on zero-coupon bonds. The par curve is a sequence of yields-to-maturity such that each bond is priced at par value. The forward curve is constructed using a series of forward rates, each having the same timeframe. ： B是正确的。即期收益率曲线，是由零息债券的到期收益率构成的收益率曲线。平价收益率曲线的每个债券都是按票面价值定价的。远期曲线是使用一系列远期利率构建的，每个远期利率具有相同的时间。