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Valuation of Total Return Swap
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- total return swap, equity swap
- Permanent URL:
- http://dx.doi.org/10.17613/srhx-ae78
- Abstract:
- An equity swap is an OTC contract between two parties to exchange a set of cash flows in the future. Normally one party pays the return based on capital gains and dividends realized on an equity security and the other party pays the return based on a floating interest rate plus a spread.
- Notes:
- https://gitlab.com/finance15/eqswap/-/raw/master/EqSwap-7.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
eqswap-7.pdf