This is an introduction to the basic notions, conventions and applications of the term structure of interest rates, commonly called the yield curve. Here you will find a discussion of the basic notions like interest rate, discount factor zero, par and forward curve, and slightly more advanced topics. This introduction evolved from a handout for finance professionals who are not fully acquainted with the fixed income area. A pdf version of the document is available upon request.
The updated version can be found here.