A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

A total return index swap (TRIS) where one leg is based on a CMS return index and the other is...

A total return index swap where one leg is based on a CMS return index and the other is either...

A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...