Journal Article

Swaps and the swaps yield curve


Abstract: Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves. This Commentary gives a brief introduction to swaps and their relation to other interest rates.

Keywords: Interest rates; Swaps (Finance);

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Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Economic Commentary

Publication Date: 2001

Issue: Dec

Order Number: 1