Published August 17, 2025
| Version v2
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Collateralized Swap Structure Analytics
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Description
The Collateralized swap structure is an option where the client, rather than making an upfront cash payment, puts up collateral instead–in this case in the form of a basket of hedge fund investments. For the most part the option acts as an equity swap, with the client paying the returns on a basket of hedge funds and receiving a spread over Libor, with the notional amount resetting periodically.
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CollateralizedSwap.pdf
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Additional details
Identifiers
- Other
- https://finpricing.com/lib/CmcOption.html
Related works
- Documents
- https://finpricing.com/lib/CmcOption.html (Other)
Dates
- Updated
-
2025-08-17