A steepener where interest only accrues on days when the spread between two swap rates falls or remains within a...
A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...
The widening of the yield curve which results from long-term interest rates increasing at a faster pace than short-term interest...
The widening of the yield curve which results from short-term interest rates increasing at a faster pace than long-term interest...
A type of interest rate swap in which the floating rate leg is derived from the difference between long and...