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Blended Index Swap

A swap in which one leg or both pay off the total return on a blended index. The underlying blended...

    Blended Equity Swap

    An equity swap which involves a blended index on the equity-pay leg. In other words, this swap is based on...

      Blended Swap

      A combination of two swaps or more. For instance, a blended interest rate swap is a combination of at least...