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How to hedge a total return swap?

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swapster
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Joined: March 9th, 2003, 5:27 pm

How to hedge a total return swap?

March 29th, 2004, 9:09 pm

How does one hedge a total return swap?
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Nonius
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Joined: January 22nd, 2003, 6:48 am

How to hedge a total return swap?

March 30th, 2004, 2:31 am

QuoteOriginally posted by: swapsterHow does one hedge a total return swap?if you are paying return, then you buy the asset. If you are receiving the return, then you sell the asset.
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