Swap Curve


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.


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

  1. Swap

    A derivative contract through which two parties exchange financial ...
  2. Bond

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  3. Price Swap Derivative

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

    The rate of the fixed portion of a swap as determined by its ...
  5. Yield Curve

    A line that plots the interest rates, at a set point in time, ...
  6. Yield

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