A price index (introduced by The Economist in 1986) that uses the McDonald's Big Mac sandwich as a bundle of...
It stands for indexed annuity swap; a CPI-linked swap where the floating leg is indexed to a consumer price index...
A CPI-linked swap where the floating leg is indexed to a consumer price index (CPI) and the fixed leg is...
A real interest rate swap (CPI swap) whose inflation leg pays a year-on-year inflation rate. Like it closest cousin, the...
An option in which the underlying benchmark is a macroeconomic variable or index. This option is pegged to the level...
An option in which the underlying benchmark is a macroeconomic variable or index. This option is pegged to the level...
An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...
An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...
An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...