Edited, memorised or added to reading queue
Do you want BuboFlash to help you learning these things?
Click here to log in or create user.
Article 149623118US Treasury bond types#bonds #finance
What are marketable US Government bond types?
Treasury bills (up to 1 year)Treasury notes (1 to 10 years)Bonds (up to 30 years)Treasury Inflation Protected Securities / TIPS
Question
What are marketable US Government bond types?
- [...](up to 1 year)
- Treasury notes (1 to 10 years)
- Bonds (up to 30 years)
- Treasury Inflation Protected Securities / TIPS
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
US Treasury bond typesWhat are marketable US Government bond types?
Treasury bills (up to 1 year)Treasury notes (1 to 10 years)Bonds (up to 30 years)Treasury Inflation Protected Securities / TIPS
Question
What are marketable US Government bond types?
- Treasury bills (up to 1 year)
- [...](1 to 10 years)
- Bonds (up to 30 years)
- Treasury Inflation Protected Securities / TIPS
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
US Treasury bond typesWhat are marketable US Government bond types?
Treasury bills (up to 1 year)Treasury notes (1 to 10 years)Bonds (up to 30 years)Treasury Inflation Protected Securities / TIPS
Question
What are marketable US Government bond types?
- Treasury bills (up to 1 year)
- Treasury notes (1 to 10 years)
- [...](up to 30 years)
- Treasury Inflation Protected Securities / TIPS
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
US Treasury bond typesWhat are marketable US Government bond types?
Treasury bills (up to 1 year)Treasury notes (1 to 10 years)Bonds (up to 30 years)Treasury Inflation Protected Securities / TIPS
Question
What are marketable US Government bond types?
- Treasury bills (up to 1 year)
- Treasury notes (1 to 10 years)
- Bonds (up to 30 years)
- [...]
Answer
Treasury Inflation Protected Securities / TIPS
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
US Treasury bond typesWhat are marketable US Government bond types?
Treasury bills (up to 1 year)Treasury notes (1 to 10 years)Bonds (up to 30 years)Treasury Inflation Protected Securities / TIPS
Question
what is the maturity of treasury bills (when issued)?
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
explain yield and coupons for treasury bills, how are they issued?
Answer
they are issued at discount and they have no coupons
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
what is the coupon frequency of T-Notes?
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
what can you say about coupons of T-Bills?
Answer
they have no coupons (sold at discount)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
what is the coupon frequency of T-Bonds?
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
what is the denomination of of a T-Note?
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Article 149623233TIPS maturities#bonds #finance
TIPS are sold in 5-year, 10-year and 30-year maturities.
Question
TIPS are sold in [...]-year, 10-year and 30-year maturities.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
TIPS are sold in 5-year, [...]-year and 30-year maturities.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
TIPS are sold in 5-year, 10-year and [...]-year maturities.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Question
how are TIPS linked to CPI?
Answer
the principal changes, and given the coupon rate is constant, the actual coupon payment varies with the principal
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#finance #yield-curve
Question
what does par swap curve contain?
Answer
spot starting swap rates
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#finance #yield-curve
Question
what does forward curve contain?
Answer
rates from t to T, i.e. F(t, T), where T-t is for example 3 months (but may be continuous, i.e. T-t -> 0)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#finance #yield-curve
Question
what does discount curve (zero-coupon curve) contain?
Answer
rates from now to T, i.e. F(0, T)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#finance #yield-curve
Question
what is another name of discount curve
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#finance #yield-curve
Question
what is another name of zero coupon curve?
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Article 149623329calculating asset swap spread (par-par)#asset-swap #finance
Asset swap (type: par-par - same structure as market but at different price, i.e. PV. "market" has 0 PV) 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.
Tags
#asset-swap #finance
Question
Asset swap (type - par-par) is a difference between [...]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.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
calculating asset swap spreadAsset 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
Tags
#asset-swap #finance
Question
Asset swap (type: par-par) is a difference between bond quoted price and [...], quoted as the spread on the floating swap side that matches the maturity of the bond.
Answer
implied strip price of the same bond (implied price of cashflows against a specific yield curve)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
calculating asset swap spreadAsset 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.
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
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
calculating asset swap spreadAsset 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.
Article 149623363calculating asset swap spread (matched maturity)#asset-swap #finance
Asset swap (type: matched maturity) is a difference between the yield of a bond and the rate of a swap of the same maturity.
Tags
#asset-swap #finance
Question
Asset swap (matched maturity type) is a difference between the [...]and the rate of a swap of the same maturity.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#asset-swap #finance
Question
Asset swap (type: matched maturity) is a difference between the yield of a bond and the [...].
Answer
rate of a swap of the same maturity
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Tags
#asset-swap #finance
Question
Asset swap (type: [...]) 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.
Answer
par-par (type "market" has similar structure, but par-par has non-zero PV, while market has 0 PV)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
calculating asset swap spread (par-par)Asset swap (type: market - same structure as par-par but at different price) 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
Tags
#asset-swap #finance
Question
Asset swap (type: [give 2 names]) is a difference between the yield of a bond and the rate of a swap of the same maturity.
Answer
matched maturity (yield-yield)
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
#asset-swap #finance
a company may sell equity and receive the value in cash, thus increasing liquidity
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediat swap is an exchange of tangible assets for intangible assets or vice versa. Since it is a swap of assets, the procedure takes place on the active side of the balance sheet and has no impact on the latter in regards to volume. As an example, <span>a company may sell equity and receive the value in cash, thus increasing liquidity.
A company often utilizes this method when in need for money to invest (internal financing) or to pay off debts.
In finance, the term asset swap has a particular meaning.[1] When one re
#asset-swap #finance
When one refers to an asset swap, one has in mind the exchange of the flow of payments from a given security (the asset) for a different set of cash flows
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediasell equity and receive the value in cash, thus increasing liquidity.
A company often utilizes this method when in need for money to invest (internal financing) or to pay off debts.
In finance, the term asset swap has a particular meaning.[1] <span>When one refers to an asset swap, one has in mind the exchange of the flow of payments from a given security (the asset) for a different set of cash flows. An example of this is where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such swaps usually have stub periods in order
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediaing) or to pay off debts.
In finance, the term asset swap has a particular meaning.[1] When one refers to an asset swap, one has in mind the exchange of the flow of payments from a given security (the asset) for a different set of cash flows. <span>An example of this is where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such swaps usually have stub periods in order to bring the chronology of the cash flows into line with that of the underlying bond.
Contents
1 Introduction
1.1 Mechanics of a Par A
Tags
#asset-swap #finance
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Parent (intermediate) annotation
Open itAn example of this is where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points)Original toplevel document
Asset swap - Wikipedia, the free encyclopediaing) or to pay off debts.
In finance, the term asset swap has a particular meaning.[1] When one refers to an asset swap, one has in mind the exchange of the flow of payments from a given security (the asset) for a different set of cash flows. <span>An example of this is where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such swaps usually have stub periods in order to bring the chronology of the cash flows into line with that of the underlying bond.
Contents
1 Introduction
1.1 Mechanics of a Par A
#asset-swap #finance
swaps usually have stub periods in order to bring the chronology of the cash flows into line with that of the underlying bond
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediachange of the flow of payments from a given security (the asset) for a different set of cash flows. An example of this is where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such <span>swaps usually have stub periods in order to bring the chronology of the cash flows into line with that of the underlying bond.
Contents
1 Introduction
1.1 Mechanics of a Par Asset Swap
1.1.1 Computing the asset swap spread1.1.2 Market Asset Swap
2 See also3 References
Introduction[edit]
An asset swap en
#asset-swap #finance
An asset swap enables an investor to buy a fixed rate bond and then hedge out the interest rate risk by swapping the fixed payments to floating. In doing so the investor retains the credit risk to the fixed-rate bond and earns a corresponding return.
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediae chronology of the cash flows into line with that of the underlying bond.
Contents
1 Introduction
1.1 Mechanics of a Par Asset Swap
1.1.1 Computing the asset swap spread1.1.2 Market Asset Swap
2 See also3 References
Introduction[edit]
<span>An asset swap enables an investor to buy a fixed rate bond and then hedge out the interest rate risk by swapping the fixed payments to floating. In doing so the investor retains the credit risk to the fixed-rate bond and earns a corresponding return. The asset swap market was born along with the swap market in the early 1990s, and continued to be most widely used by banks which use asset swaps to convert their long-term fixed rate as
#asset-swap #finance
The asset swap market is over-the-counter (OTC), i.e., not traded on any exchange
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediaith the swap market in the early 1990s, and continued to be most widely used by banks which use asset swaps to convert their long-term fixed rate assets to floating rate in order to match their short-term liabilities (depositor accounts). [2] <span>The asset swap market is over-the-counter (OTC), i.e., not traded on any exchange.
There are several variations on the asset swap structure with the most widely traded being the par asset swap. Other types include the market asset swap and the cross-currency asset sw
Tags
#asset-swap #finance
Question
The asset swap market is [OTC or exchange traded?]
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Parent (intermediate) annotation
Open itThe asset swap market is over-the-counter (OTC), i.e., not traded on any exchangeOriginal toplevel document
Asset swap - Wikipedia, the free encyclopediaith the swap market in the early 1990s, and continued to be most widely used by banks which use asset swaps to convert their long-term fixed rate assets to floating rate in order to match their short-term liabilities (depositor accounts). [2] <span>The asset swap market is over-the-counter (OTC), i.e., not traded on any exchange.
There are several variations on the asset swap structure with the most widely traded being the par asset swap. Other types include the market asset swap and the cross-currency asset sw
#asset-swap #finance
The most common and standard asset swap type is par asset swap.
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopedia-the-counter (OTC), i.e., not traded on any exchange.
There are several variations on the asset swap structure with the most widely traded being the par asset swap. Other types include the market asset swap and the cross-currency asset swap. T<span>he most common and standard one is par asset swap.
Mechanics of a Par Asset Swap[edit]
A par asset swap is really two separate trades:
The asset swap buyer purchases a bond from the asset swap seller in return for a full price of par. (&
Question
What is another name of dirty price?
Answer
full price / invoice price
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
#asset-swap #finance
A par asset swap is really two separate trades:
- The asset swap buyer purchases a bond from the asset swap seller in return for a full price of par.
- The asset swap buyer and the asset swap seller enter into a swap, so:
- the buyer receives fixed coupons from the bond so on her side of the swap she wants to pay fixed and receive LIBOR plus minus agreed spread.
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
Asset swap - Wikipedia, the free encyclopediahe asset swap structure with the most widely traded being the par asset swap. Other types include the market asset swap and the cross-currency asset swap. The most common and standard one is par asset swap.
Mechanics of a Par Asset Swap[edit]
<span>A par asset swap is really two separate trades:
The asset swap buyer purchases a bond from the asset swap seller in return for a full price of par. ("Full price" is also known as "dirty price", including the accrued interest in contrast to the term "clean price" which refers to quote net of accrued interest. )The asset swap buyer enters into a swap to pay fixed coupons to the asset swap seller equal to the fixed rate coupons received from the bond. In return the asset swap buyer receives regular payments of Libor plus (or minus) an agreed fixed spread. The maturity of this swap is the same as the maturity of the asset.
Figure 1：Describe the basic structure of Asset Swap
This transactions is shown in Figure 1. The fixed spread to Libor paid by the asset swap seller is known as the asset swap spread an
#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.
|
| status | not read | | reprioritisations | |
|---|
| last reprioritisation on | | | suggested re-reading day | |
|---|
| started reading on | | | finished reading on | |
|---|
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
Tags
#asset-swap #finance
Question
In the market asset swap, the net upfront payment is [...]. Instead the notional on the Libor side equals the price of the bond and there is an exchange of notionals at maturity.
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Parent (intermediate) annotation
Open itIn 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.Original toplevel document
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
Tags
#asset-swap #finance
Question
In the market asset swap, the net upfront payment is zero. Instead the [...]equals the price of the bond and there is an exchange of notionals at maturity.
Answer
notional on the Libor side
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Parent (intermediate) annotation
Open itIn 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.Original toplevel document
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
Tags
#asset-swap #finance
Question
In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the [...]and there is an exchange of notionals at maturity.
Answer
(dirty I guess) price of the bond
| status | not learned | | measured difficulty | 37% [default] | | last interval [days] | |
|---|
| repetition number in this series | 0 | | memorised on | | | scheduled repetition | |
|---|
| scheduled repetition interval | | | last repetition or drill | | | | |
|---|
Parent (intermediate) annotation
Open itIn 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.Original toplevel document
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