Total return swap

From ACT Wiki
Revision as of 14:20, 23 October 2012 by imported>Administrator (CSV import)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

A capital market swap in which one leg is based on the total return from another financial instrument (for example the dividends plus capital appreciation from an equity). The other leg is conventionally based on a floating reference interest rate, such as LIBOR.

See also


Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Total_return_swap&oldid=47951’