弱问一下spot rate yield curve到底是什么？

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yield curve可以理解为到期时间和yield之间的关系，那么spot rate yield curve是什么于yield之间的关系呢？<div>具体说明一下spot yield curve。</div>

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关键词：curve yield spot Rate pot

yield can be inferred from many instruments, there are three things to consider when talking about yield,

t0: moment of calculation for yield,

t1: starting time for yield period,

t2: ending time for yield period,

at t0, one collects a bunch of bond prices(spot prices), from these bond prices, one can infer yields for period from t1 to t2.

if t1 is same as t0, you get a spot yield curve, if t1 is later than t0, you get a forward yield curve, which is yield curve for a future time based on current market prices.

你的理解没有错误。就是时间和yield之间的关系。但是利率有多种，trading 市场也有多种。有人trade现今市场，有人到远期市场trade. spot是daily trading的利率。其他的还有forward远期等。所以spot rate yield curve, 可以简单理解为这个现期利率和时间的关系。 如果看到forward 有关的yield curve, 那就是远期trading 市场的利率与时间关系了。

多谢楼上两位，貌似理解了！

A graphical representation of a set of yields of zero-coupon bonds with varying maturities. also called zero-coupon yield curve, zero curve, spot curve.