constant maturity treasury swap

Related Overviews


'constant maturity treasury swap' can also refer to...


More Like This

Show all results sharing this subject:

  • Economics


Show Summary Details

Quick Reference

(CMT swap) (USA).

Interest rate swap where the fixed rate payment is based on the index for a given maturity constant maturity treasury tenor.

Subjects: Economics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.