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Line 1: {{Underlinked\|date=October 2019}} '''Swap spreads''' are the difference between the '''[[~~Interest rate swap\|~~swap rate]]''' (a fixed interest rate) and a corresponding '''government bond yield''' with the same maturity (Treasury securities in the case of the United States).<ref>{{Cite web\|url=https://www.thestreet.com/tsc/basics/tscglossary/Swaps&_SwapSpreads.html\|title= swaps and swap spreads\|publisher=The Street}}</ref><ref>{{Cite web\|url=https://www.cfainstitute.org/learning/products/publications/inv/Documents/fixed_income_chapter10.ppt\|title=The term structure and interest rate dynamics Chapter 10\|publisher=CFA Institute}}</ref>

Swap spread: Difference between revisions