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Yield-Yield Swap Spread

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

    Yield-Yield Swap

    A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...

      Matched Maturity Swap

      A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...