Asset swap (type: par-par) 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 [...].
Answer
the spread on the floating swap side that matches the maturity of the bond
Tags
#asset-swap #finance
Question
Asset swap (type: par-par) 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 [...].
Answer
?
Tags
#asset-swap #finance
Question
Asset swap (type: par-par) 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 [...].
Answer
the spread on the floating swap side that matches the maturity of the bond
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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
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not learned
measured difficulty
37% [default]
last interval [days]
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