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The Basics #12: I/R Swap Spreads/Dealers
Having run through the basics of interest rate swaps, here in Basics #12 we move on to swap spreads. What they are and why these particular spreads are such a useful indication. We’ll start with money dealers, what spreads mean to them and why it all matters so much to us.
The Basics #11: Interest Rate Swaps
Before we even think about trying to interpret interest rate swap rates and spreads, we need to understand what these things are all about. Swaps are not just the exchange interest rate payments. You can't really understand the eurodollar world without getting the basics of interest rate swaps.
