A Good Reading Material on "Swap Spread" Shared Here_kindly asking for more
Dear All,
This week the markets are impressive amid UST & IG supply bulge.
Long-End Swap Spread so far is keeping the tightening momentum. I searched online and found a good paper researching on Corp Issuance's impact on Swap Spread, attached here.
I am meanwhile kindly asking if any you could share with me any other good reading materials on:
1) Swap Spread
2) Helpful to trading swaps and other interest rate derivatives
Thank you, sincerely.
Regards,
BChen
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corporate_swap_use_and_its_effect_on_swap_spreads.pdf 346.33 KB | 346.33 KB |