Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleUnderstanding and modelling swap spreads.AuthorsCortes, FabioAbstractExplain the significance of interest rate swap in the British financial market. Agreement between parties on cash flow exchanges; Fair value of swap spreads; Factors involved in swap spreads in the U.S. dollar and British sterling market.SubjectsUNITED Kingdom; INTEREST rate swaps; SWAPS (Finance); DERIVATIVE securities; FINANCE; MONEYPublicationBank of England Quarterly Bulletin, 2003, Vol 43, Issue 4, p407ISSN0005-5166Publication typeArticle