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2-opt. In optimization, 2-opt is a simple local search algorithm for solving the traveling salesman problem.The 2-opt algorithm was first proposed by Croes in 1958, [1] although the basic move had already been suggested by Flood. [2]
Yield to put (YTP): same as yield to call, but when the bond holder has the option to sell the bond back to the issuer at a fixed price on specified date. Yield to worst (YTW): when a bond is callable, puttable, exchangeable, or has other features, the yield to worst is the lowest yield of yield to maturity, yield to call, yield to put, and others.
Yield curves are usually upward sloping asymptotically: the longer the maturity, the higher the yield, with diminishing marginal increases (that is, as one moves to the right, the curve flattens out). The slope of the yield curve can be measured by the difference, or term spread, between the yields on two-year and ten-year U.S. Treasury Notes. [7]
The yield-price relationship is inverse, and the modified duration provides a very useful measure of the price sensitivity to yields. As a first derivative it provides a linear approximation. For large yield changes, convexity can be added to provide a quadratic or second-order approximation. Alternatively, and often more usefully, convexity ...
A flowchart is a type of diagram that represents a workflow or process. A flowchart can also be defined as a diagrammatic representation of an algorithm, a step-by-step approach to solving a task. The flowchart shows the steps as boxes of various kinds, and their order by connecting the boxes with arrows.
The concept of worst-case distance (WCD) extends this idea to more complex problems, such as non-normal distributions and multiple specifications. WCD [ 1 ] is a metric originally applied in electronic design for yield optimization and design centering , and it is now used as a metric for quantifying the robustness of electronic systems and ...
The yield that you can earn on a CD account depends on the provider and the term, with digital banks offering some of the highest APYs available. Yet while CDs offer high yields, they differ from ...
In finance, bootstrapping is a method for constructing a (zero-coupon) fixed-income yield curve from the prices of a set of coupon-bearing products, e.g. bonds and swaps. [ 1 ] A bootstrapped curve , correspondingly, is one where the prices of the instruments used as an input to the curve, will be an exact output , when these same instruments ...