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Inflation swap

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Title: Inflation swap  
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Subject: Inflation derivative, Inflation, Compound option, Diagonal spread, Cliquet
Collection: Derivatives (Finance), Inflation
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Inflation swap

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%.

See also


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