Questions tagged [trs]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
3 votes
1 answer
2k views

Total Return Swap valuation: Accrual vs Projected methods

For TRS contracts on equity or bond underlying the use of projected valuation method is desirable for contracts that lack bilateral early termination clause. As they are "non-breakable," allegedly the ...
  • 127