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Basic Question 2 of 12

The chief reference curves in fixed-income valuation are:

I. Government spot curves.
II. Government yield-to-maturities.
III. Swap rate curves.

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I used your notes and passed ... highly recommended!
Lauren

Lauren

Learning Outcome Statements

explain the swap rate curve and why and how market participants use it in valuation;

calculate and interpret the swap spread for a given maturity;

describe short-term interest rate spreads used to gauge economy-wide credit risk and liquidity risk;

CFA® 2025 Level II Curriculum, Volume 4, Module 26.