swap curve การใช้

• USD interest rate swap curve against 3M LIBOR ).
• These updates go into composite swap rates that are used in the swap curve.
• Corporate yield curves are often quoted in terms of a " credit spread " over the relevant swap curve.
• The floating leg of a constant maturity swap fixes against a point on the swap curve on a periodic basis.
• In most emerging markets with underdeveloped government bond markets, the swap curve is more complete than the treasury yield curve, and is thus used as the benchmark curve.
• The bonds were priced to yield 8.019 percent, or 269 basis points over Italy's swap curve-- the rate at which investors would exchange a fixed-rate for a floating-rate interest payment in lire.