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本文基于2013年我国中债收益率曲线,分析中债收益率曲线构建模型的适用性和准确性。2013年绝大多数中债收益率曲线的质量较以往相比有所提高,但存在估值偏高的现象。
Based on the 2013 China Bond Yield Curve, this paper analyzes the applicability and accuracy of the China Bond Yield Curve model. The quality of the vast majority of the bond yield curve in 2013 has been raised compared with the previous years, but there is a phenomenon of high valuation.