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#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
The yield/yield asset swap trade [is/is not] duration weighted
Answer
is

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
The yield/yield asset swap trade [is/is not] duration weighted
Answer
?

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
The yield/yield asset swap trade [is/is not] duration weighted
Answer
is
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The yield/yield asset swap trade is duration weighted

Original toplevel document (pdf)

owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p4

The yield/yield asset swap trade is duration weighted so that, to the first order of approximation, the yield/yield asset swapper is exposed only to the spread between the swap rate and the bond yield and not to market direction.</sp


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