A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: Matched...

The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: YY...

An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...

An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...

A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...