Total Return Swap

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CTRS

It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…

TRS

An abbreviation for total return swap; a type of credit derivative in which the two counterparties agree to exchange the...

Vanilla Total Return Swap

The most basic version of a total return swap (TRS). By definition, it is a type of credit derivative in...

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...

TRIS

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

Total Return Index Swap

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

Total Return Inflation Swap

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

A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...

Total Rate of Return Swap

A credit derivative (swap) in which the total return on a reference obligation such as a corporate bond (or an...