Phrases with «swap curve»

The phrase "swap curve" refers to the graph that shows the relationship between the interest rates of different types of bonds with varying maturity periods. It helps investors understand the differences in interest rates across different timeframes and make decisions based on their expectations of future interest rate movements. Full definition

Sentences with «swap curve»

  • Let me start with a blast from the past from RealMoney, during happier times: David Merkel Swap Curve Inverts a Teensy Bit, for a Momen... (tumblr.com)
  • The new fund will use what are called constant maturity swap curve caps to bet on both a steepening of the US yield curve and an increase in curve volatility. (themacrotourist.com)
  • The visual are designed from S&P 500 index option data replicating the implied volatility wave (or variance swap curve) extending to an expiration of one year. (artemiscm.com)
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