A total return swap which has inflation total return as underlying. It entails the exchange of inflation total return for...
An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...
A payer zero-coupon inflation-indexed swaption is an option which gives the holder the right to enter into a payer zero-coupon...
The interest rate that would exist on a riskless investment/ security, given that expected inflation is zero. Such a rate...
An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...
An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...
An index linked bond that pays no coupon (hence, the zero coupon, ZC), whilst repayment of its principal is linked...
An index linked bond that pays no coupon (hence, the zero coupon), whilst repayment of its principal is linked to...
The growth rate of an investor's purchasing power. It the interest rate that takes into account the effect of inflation....
A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...
