Search for a term:

index swap


Definition
Hedging arrangement in which one party exchanges one cash flow with another party's cash flow on specified dates for a specified period. These cash flows are associated with a debt index, equity (stock) index, or any asset or price index. An index swap is a variant of the conventional fixed-rate swap, and its terms may range from three months to a year or more.

Related Terms

rate differential swap -  More

Related Personal Finance Articles

Loading...

index swap in the news

Loading...


index swap is ...

... part of the Options subject.

Search volume for index swap

Browse by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z