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Yield curve swap
       
 
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Yield curve swap

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Yield curve swap
A Swap in which the two Interest streams reflect different points on the Swap Yield curve. Yield curve swaps can be used to exploit a Yield curve steepening or flattening view. For example, one side pays the two-year Constant Maturity Treasury (CMT) rate and the other the 10-year CMT rate.
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