Total return swap: Difference between revisions
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imported>Doug Williamson m (Spacing 14/8/13) |
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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 reference interest rate, such as LIBOR. | 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 == | == See also == | ||
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* [[LIBOR]] | * [[LIBOR]] | ||
* [[Swap]] | * [[Swap]] | ||
