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Inflation Indexed Swap

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

Breakeven Inflation Swap

An inflation-indexed swap which has both cash flow legs paying out at maturity. This swap is based on an exchange...

Zero-Coupon Swap

An inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date for the fixed rate leg in...