Filter by Categories
Accounting
Banking

Matched Maturity Asset Swap

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

Yield-Yield Asset Swap

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

Matched Maturity Swap

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

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...