利率的期限结构 12 Zero Rate(%o) 11 10.681 10.808 10.469 10.536 10 10.127 Maturity (yrs) 0.5 1.5 2 2.511 利率的期限结构 9 10 11 12 0 0.5 1 1.5 2 2.5 Zero Rate (%) Maturity (yrs) 10.127 10.469 10.536 10.681 10.808