As there has been no study on swap spread in China so far, this paper is an initiative analysis using statistical and econometric techniques to study the features and determinants of the changes in swap spread in China s RMB interest-rate swap market.

This paper offers a thorough analysis and summary of swap trading strategies and the changes in swap curve and swap spread during the period from late 2007 to early 2008.

Research on interest rate swaps;

Software of Pricing Model for Interest Rate Swaps on The Basis of Zero Coupon Bonds in China;

Pricing of Interest Rate Swap under Default Risk;

This paper has some specific examples to analyze in detail the ways of utilizing currency swaps and interest rate swaps,thus benefit from them.

The article studied the motivation for a company to use interest rate swaps under the condition of open economy.

According to the status quo of interest rate swap market,the author makes a stressed analysis on the existing obstacles for interest rate swap pricing and illustrates a feasible pricing method.

Based on the current state of interest rate exchange transaction in China, this paper gives a theoretical discussion and presentation of the basic model for interest rate exchange transaction and the prerequisite for its realization and the determination of the fixed exchange interest rate shared by both sides,expecting to promote the development of this new type financial business in China.