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Inflation swap: Wikis


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An inflation swap is the linear form of an inflation derivative, an over-the-counter and exchange-traded derivatives that is used to transfer inflation risk from one counterparty to another.

Limited price inflation (LPI) swaps are inflation swaps which are capped and floored between 0% and 5%.

External links

Inflation swaps can be indexed to the inflation bond or the inflation index.


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