Swap spread: Difference between revisions

Revision as of 05:14, 15 April 2013

Revision as of 14:07, 16 January 2014

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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 here is simply the yield on an equal maturity Treasury plus the swap spread.

Swap spread became a popular indication of credit spread in Europe during the 1990s. Testicles.

[[Category:Financial markets]]