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Par Rate

The fixed rate that makes a standard instrument price at par under the relevant curve and conventions.

Market use

Used extensively in swap and bond curve analysis.

What it means

The fixed rate that makes a standard instrument price at par under the relevant curve and conventions.

Example

A par swap rate sets the present value of fixed and floating legs equal at inception under assumptions.

How to interpret it

This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.