#finance #inflation #inflation-derivatives #inflation-derivatives-barcap
The most regularly tra ded structure in the inflation-linke d swaps market, and particularly in the inter-dealer market, is the zer o coupon inflation swap. One counterparty agre es to pay the cumulative percentage increase in the price index over the tenor of the s wap (with some lag on the referenc e index, similar to cash securities) , and the other pays a comp ounded fixed rate. There ar e no exchanges until the maturity of the swap, or in other words it is a zero coupon transaction
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