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Results tagged with trs
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user 18388
A total return swap (TRS) is a contract between two parties who exchange the return from a financial asset between them.
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Does value of a TRS only involve past price movement and not expected returns?
The value of the asset leg is just the value of the asset itself, because the TRS can be perfectly replicated by owning the asset. … There are some variants of TRS where one counterparty has the right to unwind the TRS assuming the floating leg is terminated at its accrued value. …
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