标题: Total Return Swap [打印本页]

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作者: cfa10yrplan    时间: 2011-7-13 17:01     标题: Total Return Swap

Equity Swap
Total Return Swap
Equity Total Return Swap

Are the above three the same? Is there such thing as "Total Return Credit Swap"?

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作者: cityboy    时间: 2011-7-13 17:01

An equity total return swap includes both the capital gains and the dividends. All the aspects of return are included.

A total return credit swap would function the same way. You would swap both interest rate payments AND capital gains.

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