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Rate Anticipation Swaps |
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Rate anticipation swaps An exchange of bonds in a portfolio for new bonds that will achieve the target portfolio duration, given the investor's assumptions about future changes in interest rates. Rate Anticipation Swap The exchange of bonds in one's portfolio for different bonds that will better mature at the portfolio's desired duration, given the investor's expectation about the future direction of interest rates. For example, an investor may buy bonds that will mature at a time when the investor believes that interest rates will rise, theoretically allowing him/her to receive a higher yield. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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