Meaning Constant maturity swap
What does Constant maturity swap mean? Here you find 3 meanings of the word Constant maturity swap. You can also add a definition of Constant maturity swap yourself
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Constant maturity swapA swap in which the floating rate is the rate on a security known as a constant maturity treasury or CMT security.Synonyms: CMT swap Related Terms: Swap contract
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Constant maturity swapDefinition CMS. A variation an interest rate swap in which the rate of one portion of the swap is fixed or set at a rate relative to LIBOR, while the other portion of the swap is reset periodically ag [..]
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Constant maturity swapAn interest rate derivative in which one leg periodically fixes against a certain maturity on the swap curve, for example the 5 year fixed swap rate. The other leg is typically a vanilla floating leg based on LIBOR. Continuous Linked Settlement (CLS
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