Search: securities

Sort by: Relevance Date
1–2 of 2 collapsed search results for securities

RBA Glossary definition for securities

securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.

Search Results

A Term Structure Decomposition of the Australian Yield Curve

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-09.html

Appendix A: Zero-coupon Yields

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
For OIS contracts the ‘observed price’ corresponds to the price of a discount security paying the OIS yield.
https://www.rba.gov.au/publications/rdp/2008/2008-09/appendix-a.html