Cash & Duration Neutral Butterfly (aka Duration-Hedged Barbell)

First in a series of butterfly Swaps. I will adjust the list below, as I add more butterfly swaps: 1. Cash & Duration Neutral Butterfly (aka Duration-Hedged Barbell) 2. Fifty-Fifty Butterfly Swap 3. Regression Weighted Butterfly Swap 4. Maturity Weighted Butterfly Swap This Excel spreadsheet shows how to set up a cash & duration neutral butterfly […]