where can i find a 25 year US Treasury Rate Swap Quote?
where can i find a 25 year US Treasury Rate Swap Quote?
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anyone?
I dont know anything about swaps, but I just did some googling and can only find the numbers for 1,2,3,4,5,7,10,and 30 year swaps.
http://online.wsj.com/mdc/public/page/2_3020-keyinrates.html
http://www.cmegroup.com/trading/interest-rates/swaps/cbot-30-year-interest-rate-swap.html
There's no such thing as a 25-year Treasury...
There are, however, 30 year treasury bonds issued 5 years ago...
Obviously, but that is the likely explanation for the lack of a readily available swap quote for constant 25-year maturities.
I understand that you can bootstrap a zero curve to find all the zero rates, but I'm not sure if this also applies to swap rates. Maybe some sort of interpolation would work?
You'd have to build it out. Bootstrapping may be a possible method, but I'm not completely sure if it's appropriate. Someone else may have a better idea.
im trying to match a swap to a 25 year term commercial mortgage. any ideas on how pull out the implied/interpolated quote?
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