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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク YYIIS ： ウィキペディア英語版 Year-on-Year Inflation-Indexed Swap The Year-on-Year Inflation-Indexed Swap (YYIIS) ia a standard derivative product over Inflation rate. The underlying asset is a single Consumer price index (CPI). It is called ''Swap'' because each year there is a swap of a fixed amount against a floating amount. But in reality only a one way payment is made (fixed amount - floating amount). == Detailed flows == * Each year, at time $T\_i$ * * Party B pays Party A the fixed amount $NK$ * * Party A pays Party B the floating amount $N(-\; 1)$ where: * K is the contract fixed rate * N the contract nominal value * M the number of years corresponding to the deal maturity * i the number of years (0 < i <= M) * $\backslash phi\_i$ is the fixed-leg year fractions for the interval (Ti ) * $\backslash psi\_i$ is the floating-leg year fractions for the interval (Ti ) * $T\_0$ is the start date * $T\_i$ is the time of the flow i * $T\_M$ is the maturity date (end of the swap) * $I(T\_0)$ is the inflation at start date (time $T\_0$) * $I(T\_i)$ is the inflation at time of the flow i (time $T\_i$) * $I(T\_M)$ is the inflation at maturity date (time $T\_M$) 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Year-on-Year Inflation-Indexed Swap」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.