Spanish translation: How about "puntos de vencimiento de referencia"?
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16:49 Jul 21, 2001
English to Spanish translations [PRO] Bus/Financial
English term or phrase:benchmark maturity points
"Unlike ordinary basis point value, which involves a parallel shift of the yield curve, grid point delta is calculated by shifting only a small portion of the yield curve and re-pricing the security with respect to the altered curve. This is done for a sequence of key rates or benchmark maturity points"
Puntos de referencai de vencimiento?
Parámetros de vencimiento?