Equity Swap

Author:

Published:

Updated:

« Back to Glossary Index

Definition of “Equity Swap” :

An Equity Swap is a financial derivative contract where two parties agree to exchange a set of future cash flows. One party pays cash flows equal to the performance of a single equity security, a group of equities, or an equity index, while the other party makes payments of a fixed or floating interest rate.

« Back to Glossary Index

Latest guides