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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...

CPI-Linked Swap

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

RPI Swap

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