Swap spread: Difference between revisions

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Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate there is simply the yield on an equal-maturity Treasury plus the swap spread.
 
Swap spread became a popular indication of [[credit spread]]{{dn (bond)|date=Decembercredit 2019}}spread]] in Europe during the 1990s.
 
==References==