TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

RENDEMENT IMPLICITE [1 record]

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Filter results by subject field

Alphabetical list of terms

Record 1 2018-11-02

English

Subject field(s)
  • Investment
  • Currency and Foreign Exchange
CONT

Implied yields are annualized interest rates for the given currency and tenor, derived from the covered interest rate parity theorem. They are derived from the prevailing spot and forward rates for the currency versus the USD [US dollar] (or EUR [euro], where applicable) for the corresponding time period, along with the US (or euro) interest rate for the same period.

French

Domaine(s)
  • Investissements et placements
  • Politique monétaire et marché des changes

Spanish

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