Inflation Swap Transaction

From Open Risk Manual

Definition

Inflation Swap Transaction. A transaction in which one leg is based on an inflation rate and the other leg is based on an interest rate (usually or always fixed interest).


Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.