Treasury curve or treasury benchmark curve is the term structures of treasury bill/bond prices vs maturities. The two major types of marketable securities issued by government are treasury bills and treasury bonds.

Treasury yield curve or treasury zero coupon yield curve is the term structures of treasury yields-to-maturity. The yield is also called the zero coupon rate or the implied forward rate. Treasury yield curves are bootstrapped from treasury benchmark curves that contain the most actively traded treasury bills or bonds at some maturities.

SIFMA (Securities Industry and Financial Markets Association) is a trading organization in US. The SIFMA Municipal Swap Index, formerly the Bond Market Association Index, is a market index composed of tax-exempt variable rate demand obligations (VRDOs). VRDOs are municipal bonds with floating interest rates. The SIFMA index is issued weekly.

Cross currency swap differs from single currency swaps in that the interest rate payments on the two legs are in different currencies. At inception of the trade, the notional principal amounts in the two currencies are usually set to be fair given the spot exchange rate. Contrary to single currency swap, there is an exchange of principals at inception and maturity, or even in each period of the swap.