Explain how the asset swap spread is determined.
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Explain how the asset swap spread is determined.
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The asset swap spread is determined through a process that involves comparing the yield on a bond or assetbacked security ABS to the yield on a corres...View the full answer
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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