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/...

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

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

The rate which renders a swap value equal to zero. That is, the value of the fixed rate which gives...

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

An iterative numerical methodology that is used to construct the spot zero rate curve implied by coupon-bearing, usually Treasury bonds....