Filter by Categories
Accounting
Banking

Yield Curve Arbitrage Swap

A basis swap in which the reference rates on which are based the two interest payment legs are set at...

Yield Curve Swap

A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...

Yield Curve Trading

A trading in which the underlying is the yield curve. Traders and investors use various strategies to buy the interest...