Swap Spread - The difference between the negotiated and fixed price of the swap. The size of the spread depends on market supply and participating parties' credit.
Swap spread: The diff erence between the fixed interest rate of a swap and the interest rate of a government bond of the same maturity, expressed in basis points.
asset swap spread
The asset swap spread (also called the gross spread) is the aggregate price that bondholders would receive by exchanging fixed rate bonds for floating rate bonds using the swaps market, mainly used to reduce interest rate risk.
5%, and the 10-year Swap Spread over that might be 22 basis points. basis risk The name attached to the random gains or losses a hedger realizes, when he hedges with something that has an imperfect correlation with his underlying position.
terms: what is a credit default swap definition, how to value a credit default swap trading, example of credit default swap explained, credit derivatives, credit default swap documentation and regulation, liquidity and credit default swap spreads ...
 See also: Exchange, Position, Trading, Spread, Securities
  
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