Sentences with phrase «comparable swap rate»

@event... The coupon rate on a 30 year fixed rate bond was probably higher than a comparable swap rate, which provided the opportunity for this «arbitrage.»

Not exact matches

Personally, I find swap rates more comparable across countries than sovereign obligations.

The overnight index swap (OIS) is a broadly comparable rate in the US.

I use 10 - year swap rates here because they are more comparable than government bond rates.