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TRORS

A swap in which one of the counterparties transfers to another party the return (interest, dividends and increase/loss in value) associated with a given asset, asset portfolio or index, in exchange for payments established on the basis of a fixed or floating interest rate.

Synonyms and variations

  • Total rate of return swap
  • Total return payer
  • Total return receiver
  • Total return swap
  • TROR swap