Revision as of 03:08, 20 June 2025 edit Icandostuff (talk \| contribs) Extended confirmed users 1,626 edits Bolded ← Previous edit		Latest revision as of 06:54, 4 August 2025 edit undo Fabrickator (talk \| contribs) Extended confirmed users 12,277 edits correct "overtime" to "over time"
Line 13: ==Mechanics== Swap spreads have been adopted into the pricing metrics by many financial institutions when they look to assess the value of their assets under management and future business opportunities. At the base level, swap spreads are contracts which allow people to manage their risk in which two parties agree to exchange cash flows between a fixed and floating rate holding. Simply, the swap spread rate = swap rate – yield on a government bond. <ref name=Lando /> The computation of a swap spread has evolved ~~overtime~~over time as financial market participants look to use the data to make either short or long decisions within the financial markets. ==Computation==

Swap spread: Difference between revisions