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Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
Par/par asset swap not being duration-hedged means that the P&L will vary with [...], i.e., the par /par spread is directional.
Answer
outright market level

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
Par/par asset swap not being duration-hedged means that the P&L will vary with [...], i.e., the par /par spread is directional.
Answer
?

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
Par/par asset swap not being duration-hedged means that the P&L will vary with [...], i.e., the par /par spread is directional.
Answer
outright market level
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Par/par asset swap not being duration-hedged means that the P&L will vary with outright market level, i.e., the par /par spread is directional.

Original toplevel document (pdf)

owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p6

Par/par asset swap not being duration-hedged means that the P&L will vary with outright market level, i.e., the par /par spread is directional.


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