Category:Return Swaps

From Open Risk Manual
Revision as of 09:48, 8 October 2019 by Wiki admin (talk | contribs) (Initial Entry)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Swap transactions and their corresponding contract, in which one leg provides a return on some asset. There are different kinds of asset return stream including simple and total returns. These terms are common to the different kinds of asset return swap (equity asset return swaps and bond swaps).