Terms Beginning With 'z'

Zero Coupon Inflation Swap

  • January 11, 2020
  • Team Kalkine

A zero-coupon inflation swap is a type of inflationary derivative, an inflation-indexed swap which is based on an exchange of the total return on an inflation index (inflation-pegged income stream) for a compound fixed breakeven rate, over a specific period and has both cash flow legs paying out on maturity.

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