TERMIUM Plus®

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

ARBITRAGE COURBES RENDEMENT [1 record]

Record 1 2017-02-06

English

Subject field(s)
  • Investment
DEF

[An investment strategy that involves] taking a position based on a view of expected changes in the shape of the yield curve independent from the general interest rate view as it is expressed by the average duration at which the portfolio is positioned.

OBS

yield curve arbitrage: term extracted from the “Glossaire de l’économie” and reproduced with permission of the Organisation for Economic Co-operation and Development.

French

Domaine(s)
  • Investissements et placements
CONT

[...] les opérations d’arbitrage sur les courbes de rendement [...] ont dégagé de bons rendements et des profits de plus de 20 M$.

OBS

arbitrage sur les courbes de rendement; arbitrage sur les courbes de taux : termes extraits du «Glossaire de l’économie» et reproduits avec l’autorisation de l’Organisation de coopération et de développement économiques.

Spanish

Campo(s) temático(s)
  • Inversiones
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