It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…

An abbreviation for total return swap; a type of credit derivative in which the two counterparties agree to exchange the...

The most basic version of a total return swap (TRS). By definition, it is a type of credit derivative in...

It stands for relative performance total return swap; a swap in which one counterparty makes a fixed payment to the...

A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...

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

A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...

A credit derivative (swap) in which the total return on a reference obligation such as a corporate bond (or an...