标题:
total return swap
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作者:
AnalystForum
时间:
2011-7-13 16:25
标题:
total return swap
is the owner pay float or receive float?
作者:
former
时间:
2011-7-13 16:25
it could be anything -- pay fixed, receive float -- or pay float, receive float, etc -- all the combinations are possible
Essentially, you're swapping one exposure for some other exposure
作者:
pennyless
时间:
2011-7-13 16:25
Typically long a total return swap owns the asset and receives fixed pays floating. Not a hard and fast rule on this though
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