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Glossary > R > "Rate anticipation swaps" Definition

Rate anticipation swaps

An exchange of bonds in a portfolio for new bonds that will achieve the target portfolio duration, based on the investors assumptions about future changes in interest rates.

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Rate anticipation swaps - An exchange of bonds in a portfolio for new bonds that will achieve the target portfolio duration, based on the investors assumptions about future changes in interest rates.

Rate anticipation swaps : an exchange of bonds in a portfolio for new bonds that will achieve the target portfolio duration, based on the investors assumptions about future changes in interest rates.