Industry WIKI

Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time.

A yield curve shows the relationship between yields and time to maturity for a set of comparable debt securities. In practice the term usually refers to curves built from a single issuer or market segment so that credit quality and other features are as similar as possible, for example the U.S. Treasury curve for government bonds.