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substitution swap

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Financial Dictionary

Substitution Swap

A swap that is carried out by trading a fixed-income security for a higher-yielding bond with similar features.

Investopedia Commentary

The two securities being swapped have similar coupon rates, maturity dates, call features, credit quality, etc.

Investors will most often participate in substitution swaps when they believe there is a temporary discrepancy in bond prices due to market disequilibrium.

Related Links

Bond Basics Tutorial
Advanced Bond Concepts
Corporate Bonds: An Introduction To Credit Risk
Asset Allocation within Fixed Income

See also: Bond Swap, Callable Bond, Coupon Rate, Credit Rating, Maturity Date, Swap, Workout Period, Yield

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