Equity Index Swap

This Issue in United States

Equity Index Swap

Concept of Equity Index Swap in the context of derivatives contract, by the International Swaps and Derivatives Association (ISDA): An obligation between two parties to exchange cash flows based on the percentage change in one or more stock indices for a specific period with previously agreed re-set dates. The swap is cash settled and based on notional principal amounts.

Resources

See Also

• Derivatives Contract