A zero curve is a special type of yield curve that maps interest rates on zero-coupon bonds to different maturities across time.

The above yields are based upon average bids quoted by primary dealers, after 15% data cut-off from top and bottom when ranked by value.

Russian Government Bond Zero Coupon Yield Curve, Values (% per annum) ; 17, 18, 19, 20, 21 ; 24, 25, 26, 27, 28 ...

A zero rate curve is the term structure of the yields-to-maturity of zero coupon bonds. Given a zero rate, we can derive discount factor easily as:

The zero curves built can be used to estimate forward rates for a wide range of indices such as LIBOR, OIS (Fed Funds, EONIA....) and the new risk free rate ( ...

The zero coupon yield curve is a conventional way to describe the term structure of interest rates for one type financial instruments (debt securities) with ...

These files contain daily yields curves for zero-coupon bonds, generated using pricing data for Government of Canada bonds and treasury bills.

In an upward-sloping yield curve, the forward rate is higher than the zero coupon rate, which in turn is higher than the par rate.

It provides information on the reporting central banks' approaches to the estimation of the zero-coupon yield curves and the data transmitted to the BIS Data ...