Swap rate and Treasury inflation-indexed securities: Difference between pages

Revision as of 11:56, 14 August 2013

(TIIS)

US.

Government securities which are inflation-protected in respect of their real value through their linkage to the consumer price index.

Also know as Treasury Inflation-Protected Securities (TIPS).

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-.
+(TIIS)
-''Interest rates''.
+''US.''
-Also known as Par Yield.
+Government securities which are inflation-protected in respect of their real value through their linkage to the consumer price index.
+Also know as Treasury Inflation-Protected Securities (TIPS).
-a. The market price of a new interest rate swap, normally equal to the par yield +/- the bid-offer spread.
-b. The contracted price in an existing interest rate swap.
-a. The market price of any new capital market swap.
-b. The contracted price in any existing capital market swap.
-a. The foreign exchange rates in a new foreign exchange (FX) swap.
-b. The contracted foreign exchange rates in an existing FX swap.
 == See also ==
-* [[Capital market swap]]
+* [[Consumer price index]]
-* [[Foreign exchange swap]]
+* [[Inflation]]
-* [[Interest rate swap]]
-* [[Par yield]]
-* [[Swap points]]
-* [[Swap spread]]
-* [[Swapnote]]