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Retail Price Index Swap

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

Retail Price Index-Linked Swap

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

Cross-Currency Inflation Swap

An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...

CPI-Linked Swap

An interest rate swap (IRS) in which one leg is tied to some inflation index (consumer price index). It enables...

Zero Coupon LPI Swap

A highly path-dependent inflation swap (LPI swap) that has an inflation leg vis-à-vis an interest payment. It involves one payment...

LPI Swap

It stands for limited-price index swap. It is an inflation swap (a zero-coupon swap) in which a fixed amount is...

Multi-Payment Inflation Swap

A real interest rate swap (CPI swap) whose inflation leg pays a year-on-year inflation rate. Like it closest cousin, the...

Year-On-Year Inflation Swap

An inflation swap where the two counterparties exchange an inflation rate against a fixed rate every year. This swap is...

Real Annuity Swap

An inflation -indexed swap which is established on the same notional principal amount for both legs, but with different payout...

Annual Swap

An inflation-indexed swap where the fixed rate payments are made on an annual basis. That is, an interest rate swap...