Asset Swap Spread


Function Asset Swap Spread within
Bond with keys Bond Asset Swap Spread keys returns the fair spread(s) of the associated asset swap for a given bond(s) clean prices P as of a given reference date
Internally, an asset swap object of type
Asset Swap is first constructed that starts accruing at and has Clean Price = P
Then the function
Fair Spread is called on that Asset Swap object.
The internally used Asset Swap object can be also created with the help of the function
Asset Swap Equiv