Why is the price quote of an interest rate swap in the form of a swap spread?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:01 AM

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Why is the price quote of an interest rate swap in the form of a swap spread?

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There are two main reasons why interest rate swaps are priced using swap spreads instead of directly ...View the full answer

Introduction To Fixed Income Analytics

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