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・ SWAP (instrument)
・ Swap arrangement
・ Swap body
・ Swap Chain
・ SWaP Classic
・ Swap Execution Facility
・ Swap Magic
・ Swap meet (disambiguation)
・ Swap Meet (film)
・ Swap opening rule
・ SWAP protein domain
・ Swap rate
・ Swap ratio
・ Swap regret
・ Swap Shop
Swap spread
・ SWAP-200
・ Swap-O-Matic
・ Swap.com
・ SWAP70
・ Swapaanam
・ Swapan Banerjee Purnapatra
・ Swapan Chattopadhyay
・ Swapan Chaudhuri
・ Swapan Das
・ Swapan Dasgupta
・ Swapan Guha
・ Swapan Kumar Chakravorty
・ Swapan Purkait
・ Swapan Sadhan Bose


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Swap spread : ウィキペディア英語版
Swap spread

In finance, swap spread is a popular way to indicate the credit spreads in a market. It is defined as the spread paid by the fixed-rate payer of an interest rate swap over the rate of the on the run treasury with the same maturity as the swap. For example, if the fixed-rate of a 5-year fixed-for-float LIBOR swap is 7.26% and the 5-year Treasury is yielding at 6.43%, the swap spread is 7.26% - 6.43% = 83 bps.
Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate here is simply the yield on an equal maturity Treasury plus the swap spread.
Swap spread became a popular indication of credit spread in Europe during the 1990s.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Swap spread」の詳細全文を読む



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