I wanted to know how banks replicate dividend swap, my best guess is to take the spread between a Total Return Swap and a Forward.

  • $\begingroup$ Can you define dividend swap and what underlying you're looking at? $\endgroup$ Aug 4 '19 at 18:17

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.