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PAUG Swap

It stands for pay-as-you-go swap; an inflation swap where the two counterparties exchange an inflation rate against a fixed rate...

Pay-As-You-Go Swap

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

Zero-Coupon Inflation Swap

A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...

Total Return Inflation Swap

A total return swap which has inflation total return as underlying. It entails the exchange of inflation total return for...

Inflation Swap

An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...

Limited-Price Indexation Swap

An inflation swap (a zero-coupon swap) in which a fixed amount is exchanged at a specified maturity for the limited-price...

Limited-Price Index Swap

An inflation swap (a zero-coupon swap) in which a fixed amount is exchanged at a specified maturity for the limited-price...

Inflation-Linked Swap

An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...

Inflation Indexed Swap

An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...