Skip to main content

Questions tagged [trs]

A total return swap (TRS) is a contract between two parties who exchange the return from a financial asset between them.

Filter by
Sorted by
Tagged with
3 votes
1 answer
3k 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 ...
gregV's user avatar
  • 157