Anticipated Holding Period
The expected duration an investor plans to hold a particular investment before selling it.
Fixed-income terms for anticipated holding periods, interpolated yield curves, and on-the-run Treasury yield curves.
Holding period and Treasury curve context terms connect bond return analysis to the expected time owned and the benchmark curve used for comparison.
Use this branch when return depends on curve position, roll-down, benchmark choice, or a planned sale date before maturity.
| Term | What it clarifies |
|---|---|
| Anticipated Holding Period | Expected time an investor plans to hold the security. |
| Interpolated Yield Curve (I-Curve) | A curve built by estimating yields between observed maturities. |
| On-the-Run Treasury Yield Curve | A curve based on the most recently issued Treasury securities. |
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The expected duration an investor plans to hold a particular investment before selling it.
An interpolated yield curve estimates yields between observed maturities, creating a smoother curve for pricing and rate-risk analysis.
The on-the-run Treasury yield curve uses the most recently issued Treasury securities to show current benchmark yields across maturities.