The 5 years swap spreads per Bloomberg are almost identical to https://www.chathamfinancial.com/techno ... rket-rates , but the 2 year and 3 years swap spreads are different from that of chathamfinancial. At chathamfinancial the swap spreads increase more linearly with maturity.
Statistics: Posted by comeinvest — Sun Dec 29, 2024 1:43 pm — Replies 3332 — Views 774078