What does butterfly swap mean? butterfly swapNoun A swap comprised of two spread swaps (e.g., 2-year by 5-year by 10-year). 2020-04-27T14:58:41+02:00 Share the knowledge! Choose your platform: FacebookXRedditLinkedInTumblrPinterestVkEmail Leave A Comment Cancel replyYou must be logged in to post a comment.
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