Risk glossary


Inflation swap

Inflation swaps are contracts that enable one counterparty to transfer inflation risk to another. The standard form is a zero coupon swap, where the accrued inflation payment is only made at maturity based on the final index level, in exchange for the accrued fixed flows.

Click here for articles on inflation swaps.

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here