Trisha Shetty (Editor)

Inflation swap

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit

An inflation swap is the linear form of an inflation derivative, an over-the-counter and exchange-traded derivatives that is used to transfer inflation risk from one counterparty to another.

Limited Price Indexation (LPI) swaps are inflation swaps which are capped and floored between 0% and 5%.

References

Inflation swap Wikipedia


Similar Topics