The basic mechanics of FX swaps and cross-currency basis swaps
Currency swap - Wikipedia
Currency Swap Basics
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
Citi Bank
30-year US dollar interest rate swap-Treasury spread and 1-year... | Download Scientific Diagram