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

An interest rate swap (specifically an off-market swap) where one or both of the assets underlying the swap sell/sells at...

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

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

A party to an interest rate swap who makes, to a fixed rate payer, variable (floating) interest rate payments based...

A party to an interest rate swap in which payment is based on a swap rate or the coupon rate...

An interest rate swap in which a swap rate is exchanged for either a fixed rate or a floating rate...

The fixed swap rate that is associated with a forward settlement. If the yield curve is upward sloping, this rate...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...