Total return swap: Difference between revisions
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imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Update for LIBOR transition.) |
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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). | 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 | The other leg is conventionally based on a floating benchmark interest rate. | ||
== See also == | == See also == | ||
* [[Benchmark]] | |||
* [[Equity]] | * [[Equity]] | ||
* [[Swap]] | * [[Swap]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
