Asset swap (type: par-par) is a difference between bond quoted price and [...], quoted as the spread on the floating swap side that matches the maturity of the bond.
Answer
implied strip price of the same bond (implied price of cashflows against a specific yield curve)
Tags
#asset-swap #finance
Question
Asset swap (type: par-par) is a difference between bond quoted price and [...], quoted as the spread on the floating swap side that matches the maturity of the bond.
Answer
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Tags
#asset-swap #finance
Question
Asset swap (type: par-par) is a difference between bond quoted price and [...], quoted as the spread on the floating swap side that matches the maturity of the bond.
Answer
implied strip price of the same bond (implied price of cashflows against a specific yield curve)
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calculating asset swap spread Asset swap is a difference between bond quoted price and implied strip price of the same bond (implied price of cashflows against a specific yield curve), quoted as the spread on the floating swap side that matches the maturity of the bond.
Summary
status
not learned
measured difficulty
37% [default]
last interval [days]
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0
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