A type of swap where one party pays another based on a set rate in return for payments based on the return of a given asset. This asset is often a loan or a bond. This situation is beneficial if a party wants to benefit from an asset, but doesn't want to purchase that asset. Total return swaps are often used by hedge funds.
Related information about total return swap:
- Total return swap - Wikipedia, the free encyclopedia
Total return swap, or TRS (especially in Europe), or total rate of return swap, or TRORS, or Cash Settled Equity Swap is a financial contract that transfers both the ...
- Total Return Swap Definition | Investopedia
A swap agreement in which one party makes payments based on a set rate, either fixed or variable, while the other party makes payments based on the return of ...
- Introduction to Credit Derivatives Total Return Swaps – TRS
The basic total return swap transaction is shown in the diagram below: The total rate of return payer is the legal owner of the reference asset, just as the lessor ...
- Total Return Swap (TRS)
Total Return Swap (TRS) definition, also known as Total Rate of Return Swap ( TROR) or TR Swap.
- Total Return Swaps: Credit Derivatives and ... - YieldCurve.com
A total return swap (TRS), sometimes known as a total rate of return swap or TR swap, is an agreement between two parties that exchanges the total return from ...
- Total Return Swap Pricing Using FINCAD, Resources | FINCAD
Learn more about what a total return swap is and how to price total return swaps on equities, bonds and custom structures using FINCAD.
- Derivatives Terms and Definitions, Total Return Swap (TRS) | FINCAD
A comprehensive glossary of financial derivatives terms and definitions including Total Return Swap, Treasury Bond, and True Yield from FINCAD.com.
- SuperDerivatives - Glossary - Total return swap
A total return swap is an agreement where the two counterparties swap periodic payments over the life of the agreement. The buyer makes fixed or floating ...