gain net de rendement
- Domaine
-
- finance
Terme :
- gain net de rendement n. m.
Traductions
-
anglais
Auteur : Banque mondiale / World Bank,Définition
A currency hedged strategy where, because of the difference in shape of the yield curves of two currencies, the difference in interest rates between these two currencies is not reflected in forward foreign exchange rates, giving arbitrage opportunities under which bonds of equivalent duration in these currencies can be swapped and the currency exposure hedged.
Terme :
- yield pickup