<t>Many thanks......I generally use the 2Y-10Y spread, the level of rates (perhaps the 10Y if I'm trying to model 10Y ASWs)and the GC-Libor spread for short-dated ASWs........but I tend to avoid the relative supply of govies/other debt since I'm not convinced that this has anything other than a very...

Does anybody know any good texts for me to read up on modeling asset swap spreads on government bonds.