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Results tagged with trs
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user 42965
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?
Is the value of a TRS just the difference between the "financing leg" (e.g. the side paying -IBOR plus spread) and "asset leg" (e.g. the side pay income and price changes), with of course the +/- of those …
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