Inflation-linked derivative: Difference between revisions
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Latest revision as of 11:11, 11 May 2025
Risk management - hedging - inflation risk - derivative instruments.
An inflation derivative instrument or contract is one designed to hedge inflation risk.
The cash flows and value of the inflation derivative relate to an underlying reference inflation index.
See also
- Collateral
- Commodity derivative
- Credit support annex
- Cross-currency interest rate swap
- Derivative instrument
- Embedded derivative
- Energy derivative
- Expiry date
- Fixing instrument
- Foreign currency
- Futures contract
- Hedging
- Index
- Inflation
- Interest rate derivative
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
