Swap Curve

AAA

DEFINITION of 'Swap Curve'

The name given to the swap's equivalent of a yield curve. The swap curve identifies the relationship between swap rates at varying maturities.

INVESTOPEDIA EXPLAINS 'Swap Curve'

Used in similar manner as a bond yield curve, the swap curve helps to identify different characteristics of the swap rate versus time.

RELATED TERMS
  1. Yield

    The income return on an investment. This refers to the interest ...
  2. Yield Curve

    A line that plots the interest rates, at a set point in time, ...
  3. Bond

    A debt investment in which an investor loans money to an entity ...
  4. Price Swap Derivative

    A derivative transaction in which one party guarantees a fixed ...
  5. Swap Rate

    The rate of the fixed portion of a swap as determined by its ...
  6. Swap

    Traditionally, the exchange of one security for another to change ...
Related Articles
  1. An Introduction To Swaps
    Options & Futures

    An Introduction To Swaps

  2. How do companies benefit from interest ...
    Forex

    How do companies benefit from interest ...

  3. What You Need To Know About Preferred ...
    Trading Strategies

    What You Need To Know About Preferred ...

  4. Understanding The Bond Behemoth That ...
    Mutual Funds & ETFs

    Understanding The Bond Behemoth That ...

comments powered by Disqus
Hot Definitions
  1. Accounts Payable - AP

    An accounting entry that represents an entity's obligation to pay off a short-term debt to its creditors. The accounts payable ...
  2. Ratio Analysis

    Quantitative analysis of information contained in a company’s financial statements. Ratio analysis is based on line items ...
  3. Days Payable Outstanding - DPO

    A company's average payable period. Calculated as: ending accounts payable / (cost of sales/number of days).
  4. Net Sales

    The amount of sales generated by a company after the deduction of returns, allowances for damaged or missing goods and any ...
  5. Over The Counter

    A security traded in some context other than on a formal exchange such as the NYSE, TSX, AMEX, etc. The phrase "over-the-counter" ...
  6. Earnings Before Interest After Taxes - EBIAT

    A financial measure that is an indicator of a company's operating performance. EBIAT, which is equivalent to after-tax EBIT ...
Trading Center