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Economic Commentary

Swaps and the Swaps Yield Curve

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Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves. This Commentary gives a brief introduction to swaps and their relation to other interest rates.

12.01.2001ISSN 2163-3738 EC 12/1/2001

The views authors express in Economic Commentary are theirs and not necessarily those of the Federal Reserve Bank of Cleveland or the Board of Governors of the Federal Reserve System. The series editor is Tasia Hane. This paper and its data are subject to revision; please visit clevelandfed.org for updates.

Suggested Citation

Haubrich, Joseph G. 2001. “Swaps and the Swaps Yield Curve.” Federal Reserve Bank of Cleveland, Economic Commentary 12/1/2001.

This work by Federal Reserve Bank of Cleveland is licensed under Creative Commons Attribution-NonCommercial 4.0 International