Federal Reserve Bank of Cleveland
Swaps and the swaps yield curve
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.
Cite this item
Joseph G. Haubrich, "Swaps and the swaps yield curve"
, Federal Reserve Bank of Cleveland, Economic Commentary, issue Dec, 2001.
Keywords: Swaps (Finance) ; Interest rates
This item with handle RePEc:fip:fedcec:y:2001:i:dec
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