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#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
asset swap is not the same as for par/par.
Answer
[default - edit me]jfsal

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
asset swap is not the same as for par/par.
Answer
?

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
asset swap is not the same as for par/par.
Answer
[default - edit me]jfsal
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pdf

owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p7

government bonds. A summary of the cash flows involved in an MVA asset swap using the same bond as in the par/par example is shown in Exhibits 4 and 5. Notice that the spread applied on an MVA <span>asset swap is not the same as for par/par. Exhibit 4 Trading an MVA Swap Spread Source: Morgan Stanley UST 11.25% 2/15/15 $15880 (initial payment) $58.00 (initial payment) 11.25% (S/A Act/Act) (coupon payments) 11.25% (S/A Act/A


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