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How to hedge a total return swap?

Posted: March 29th, 2004, 9:09 pm
by swapster
How does one hedge a total return swap?

How to hedge a total return swap?

Posted: March 30th, 2004, 2:31 am
by Nonius
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.