Message Boards Message Boards

2 Replies
3 Total Likes
View groups...
Share this post:

Pricing of Total Return Swaps

Posted 10 years ago

Total return swaps are practical instruments for synthetic replication of the economic performance of tradable asset in a traditional swap format. The central concept of this structure is an access to the assetÂ’s performance without actually owning it which makes this structure an attractive alternative to physical investing into many tradable markets. Although the TRS is frequently associated with credit markets, its usage is much wider. Equity or commodity swaps are particular cases of TRS application in these markets.

TRS index

POSTED BY: Igor Hlivka
2 Replies


Is it possible to get the notebook behind this and the other PDF files?

Thank you Michael

POSTED BY: Michael Kelly
Posted 10 years ago

A neat and concise explanation!

POSTED BY: Priyan Fernando
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
or Discard

Group Abstract Group Abstract