What is an equity index swap
Equity index total return swap pricing and repo rate. 05. 4. Implied repo. 06. 5. Index total return futures – Implied repo. 07. 6. Trading implied repo and forward Equity Swap. Equity swaps are exchanges of cash flows in which at least one of the indices is an equity index. An equity index is a measure of the performance Equity or equity index swap. One party periodically pays a fixed amount and the other party pays an amount based on the performance of a reference share,