Sentences with phrase «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
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...
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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.
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.
Exchange - traded, centrally cleared and cash settled, it can be viewed as a bond futures contract that is priced in line with the euro swap curve.
Broadly, the shape of the current swap curve if very similar to the curves in October 1992 (no 30 - year swap data), February 2002, and May 2004.
Anyway here is my graph of comparable swap curves.
Swap curve.
I got here through analyzing the swap curve and asking the question, «When has the swap curve been shaped like this in the past?»
Looking at slope of the yield curves 10 - years to 2 - years, the Treasury curve has widened 20 bp and the swap curve 23 bp.
The fixed rates at different tenors / maturities define the swap curve.
Nothing big here, but the swap curve briefly inverted twos to tens a few minutes ago.
Whoever taught me (way back when) that the swap curve can't invert deserves a few whips with a wet noodle.
The swap curve was theoretically never supposed to invert on a yield basis.
The Mi Max 2 looks a lot like Xiaomi's 2017 flagship, the Mi 6, but it swaps the curved glass back and glossy sides for a sleek matte finish across its metal unibody.