Total return swap: Difference between revisions
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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 | 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 benchmark interest rate. | |||
== See also == | == See also == | ||
* [[Benchmark]] | |||
* [[Capital market swap]] | |||
* [[Equity]] | * [[Equity]] | ||
* [[Swap]] | * [[Swap]] | ||
[[Category:Financial_products_and_markets]] | |||
[[Category:Manage_risks]] | |||
Latest revision as of 06:13, 6 November 2023
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 benchmark interest rate.
