Some articles on curve movements, curve, curve movement:
Fixed-income Attribution - Yield Curve Attribution - Factor-based Attribution
... A factor-based model of yield curve movements is calculated by deriving the covariance matrix of yield shifts at predefined maturities, and calculating the eigenvectors and ... Each eigenvector corresponds to a fundamental model of the yield curve, and each eigenvector is orthogonal, so that the curve movement on any given day is a linear combination of the basis eigenvectors ... of this matrix then give the relative weights, or importance, of these curve shifts ...
... A factor-based model of yield curve movements is calculated by deriving the covariance matrix of yield shifts at predefined maturities, and calculating the eigenvectors and ... Each eigenvector corresponds to a fundamental model of the yield curve, and each eigenvector is orthogonal, so that the curve movement on any given day is a linear combination of the basis eigenvectors ... of this matrix then give the relative weights, or importance, of these curve shifts ...
Famous quotes containing the words movements and/or curve:
“His reversed body gracefully curved, his brown legs hoisted like a Tarentine sail, his joined ankles tacking, Van gripped with splayed hands the brow of gravity, and moved to and fro, veering and sidestepping, opening his mouth the wrong way, and blinking in the odd bilboquet fashion peculiar to eyelids in his abnormal position. Even more extraordinary than the variety and velocity of the movements he made in imitation of animal hind legs was the effortlessness of his stance.”
—Vladimir Nabokov (1899–1977)
“In philosophical inquiry, the human spirit, imitating the movement of the stars, must follow a curve which brings it back to its point of departure. To conclude is to close a circle.”
—Charles Baudelaire (1821–1867)
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