米兰自助游攻略:完全股本回报互换

来源:百度文库 编辑:高校问答 时间:2024/05/06 06:29:50

完全股本回报互换(total equity return swap)
Total Return Swap" is the generic name for any non traditional swap where one party agrees to pay the other the "total return" of a defined underlying asset, usually in return for receiving a stream of LIBOR based cashflows. The Total Return Swap may be applied to any underlying asset but is most commonly used with equity indices, single stocks, bonds and defined portfolios of loans and mortgages.