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Annual Swap

An inflation-indexed swap where the fixed rate payments are made on an annual basis. That is, an interest rate swap...

PAUG Swap

It stands for pay-as-you-go swap; an inflation swap where the two counterparties exchange an inflation rate against a fixed rate...

Pay-As-You-Go Swap

An inflation swap where the two counterparties exchange an inflation rate against a fixed rate every year. This swap is...

Zero-Coupon Inflation Swap

A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...

Inflation Swaption

An option that confers on the holder, being the payer of the fixed rate, the right to enter into an...

Natural Hedge

A hedge that involves offsetting an exposure to a risk factor, wholly or partially, by an opposite exposure to that...

Cross-Currency Inflation-Indexed Swap

An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...

Total Return Inflation Swap

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

Inflation Swap

An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...

Zero-Coupon Inflation-Indexed Swaption

A payer zero-coupon inflation-indexed swaption is an option which gives the holder the right to enter into a payer zero-coupon...