Yield curve strategies definitions

Yield curve strategies

Investments that position a portfolio to capitalize on expected changes in the shape of the Treasury yield curve.
Found on http://www.duke.edu/~charvey/Classes/wpg/bfglosy.htm

---

Yield curve strategies

Positioning a portfolio to capitalize on expected changes in the shape of the Treasury yield curve.
Found on http://www.encyclo.co.uk/local/20047

---

Yield Curve Strategies

Models that can incorporate different volatility assumptions along the yield curve, such as the Blac
Found on http://www.encyclo.co.uk/local/22402

---