Filter by Categories
Accounting
Banking

ASW Spread

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

Par Asset Swap Spread

The spread over LIBOR (or generally a floating rate) that is paid on the floating leg of an asset swap...

Static Spread

The basis points which are added to the yield at each point on the spot treasury rate curve marking the...

Par Spread

A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...

Asset Swap Spread

A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...

Breakeven Asset Swap Spread

The value of an asset swap spread which makes the net present value of all of the cash flows generated...

ASW

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...