CPI swap: Difference between revisions
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Risk management - inflation risk - Consumer Price (s) Index (CPI) - derivative instruments - swaps - inflation swap. | |||
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Revision as of 13:12, 19 June 2023
Risk management - inflation risk - Consumer Price (s) Index (CPI) - derivative instruments - swaps - inflation swap.
1.
Abbreviation for a CPI fixing swap.
2.
Any other capital market swap referenced to CPI.
See also
- Accreting swap
- Amortising swap
- Asset-based swap
- Basis swap
- Capital market swap
- Collateral swap
- Constant maturity credit default swap
- Consumer Price Index (CPI - US)
- Consumer Prices Index (CPI - UK)
- Contract for differences
- Counterparty
- CPI fixing swap
- Credit default swap
- Currency swap
- Debt for equity swap
- Derivative instrument
- Equity swap
- Expectations theory
- Fixing instrument
- Inflation risk
- Inflation swap
- Interest rate swap
- International Swaps and Derivatives Association (ISDA)
- Longevity swap
- Overnight indexed swap
- Notional principal
- Risk management
- Swap
- Swap Break Clauses
- Swap overlay
- Swap rate
- Swaption
- Total return swap
- Zero-coupon swap
