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A Total Return Swap (TRS) is a financial contract between two parties, typically referred to as the "payer" and the "receiver." In a TRS, one party (the total return payer) agrees to pay the total return of a specific asset (which can include capital appreciation, dividends, or interest) to the other party (the total return receiver) in exchange for a series of cash flows, usually as a fixed or floating interest rate.

Ancestors (6)

  1. Credit risk
  2. Actuarial science
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
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