Constant matirity swap

In a constant maturity swap, one party pays a fixed rate, or a short-term floating rate such as LIBOR, and the other party pays a floating rate that is the rate on a security known as a constant maturity treasury (CMT) security. The transaction is also sometimes known as a CMT swap. This underlying instrument [...]

Basis swap

We briefly referred to the basis swap, in which both sides pay a floating rate. A typical basis swap involves one party paying LIBOR and the other paying the T-bill rate. As we learned before, the term basis refers to the spread between two prices, usually the spot and futures prices. Here it is simply [...]