Swap Curve

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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.

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    An interest rate swap involves the exchange of cash flows between two parties based on interest payments for a particular ... Read Full Answer >>
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    You can create a yield curve in Microsoft Excel if you are given the time to maturities of bonds and their respective yields ... Read Full Answer >>
  3. What are the different formations of yield curves?

    There are three main different formations of yield curves: normal, inverted and flat yield curves. The yield curve describes ... Read Full Answer >>
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    The fair value is the theoretical calculation of how a futures stock index contract should be valued considering the current ... Read Full Answer >>
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