#asset-swap #finance
In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the price of the bond and there is an exchange of notionals at maturity.
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Asset swap - Wikipedia, the free encyclopediaeen floating side coupons, the floating payment received is half of the Libor plus asset swap spread. This feature prevents the calculated asset swap spread from jumping as we move forward in time through coupon dates.
Market Asset Swap[edit]
<span>In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the price of the bond and there is an exchange of notionals at maturity.
See also[edit]
Government debtInterestSwap (finance)
References[edit]
^ "Asset Swap - Investopedia". Investopedia. Archived from the original on 12 April 2009. Retrieved 2009-0 Summary
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