yield swap

yield swap
фин. своп доходности (облигационный своп для повышения доходности инвестиций)

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своп доходности: облигационный своп для повышения доходности инвестиций; продажа одних и покупка других облигаций для максимизации доходности (напр., покупка облигаций с глубоким дисконтом при снижении процентных ставок); см. bond swap;
deep discount bonds.
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своп доходности

Англо-русский экономический словарь.

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Смотреть что такое "yield swap" в других словарях:

  • Swap rate — Swap rates are the borrowing rates between financial institutions, usually with credit ratings of A/AA equivalent. Swap rates are calculated using the fixed rate leg of interest rate swaps. Swap rates form the basis of the swap curve (also known… …   Wikipedia

  • Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… …   Wikipedia

  • Swap Curve — The name given to the swap s equivalent of a yield curve. The swap curve identifies the relationship between swap rates at varying maturities. Used in similar manner as a bond yield curve, the swap curve helps to identify different… …   Investment dictionary

  • Swap (finance) — For the Thoroughbred horse racing champion, see: Swaps (horse).In finance, a swap is a derivative in which two counterparties agree to exchange one stream of cash flows against another stream. These streams are called the legs of the swap.The… …   Wikipedia

  • yield curve — A chart in which the yield level is plot on the vertical axis and the term to maturity of debt instruments of similar creditworthiness is plotted n the horizontal axis. The yield curve is positive when long term rates are higher than short term… …   Financial and business terms

  • Yield curve — The graphical depiction of the relationship between the yield on bonds of the same credit quality but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that the inversions of the yield curve (short term rates… …   Financial and business terms

  • swap curve — The yield curve of interest rate swap rates from 1 week to 30 years. See yield curve. American Banker Glossary …   Financial and business terms

  • Swap Spread —    The difference between the swap interest rate and the underlying benchmark government bond yield at any given maturity. The swap spread is seen as a barometer of risk appetite, and represents the premium investors exposure to future interest… …   Financial and business terms

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

  • Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

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