The interest rate that would exist on a riskless investment/ security, given that expected inflation is zero. Such a rate...
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...
An index linked bond that pays no coupon (hence, the zero coupon, ZC), whilst repayment of its principal is linked...
An index linked bond that pays no coupon (hence, the zero coupon), whilst repayment of its principal is linked to...
The growth rate of an investor's purchasing power. It the interest rate that takes into account the effect of inflation....
A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...
It stands for zero-coupon swap; an inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date...
An inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date for the fixed rate leg in...
An inflation-indexed swap which has both cash flow legs paying out on maturity. This swap is based on an exchange of the...