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Relative Performance TRS

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

    Relative Performance Total Return Swap

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

      Spread Derivative

      A credit derivative that is based on a credit spread as observed from market spread levels, for the purpose of...

        Credit Spread Swap

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

          Constant Spread Swap

          A swap that combines two offsetting credit default swaps (CDS): a regular CDS and a CMCDS (constant maturity credit default...