Collateralized Swap Structure Analytics

The Collateralized swap structure is an option where the client, rather than making an upfront cash payment, puts up collateral instead–in this case in the form of a basket of hedge fund investments. For the most part the option acts as an equity swap, with the client paying the returns on a basket of hedge funds and receiving a spread over Libor, with the notional amount resetting periodically.

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-08-17
DOI
https://doi.org/10.5281/zenodo.16890000
Primary Topic
Theoretical and Computational Physics
Type
article
Field-Weighted Citation Impact
0.00
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article

Collateralized Swap Structure Analytics

Zenodo (CERN European Organization for Nuclear Research)
Theoretical and Computational Physics
article

Collateralized Swap Structure Analytics

article en

Abstract

The Collateralized swap structure is an option where the client, rather than making an upfront cash payment, puts up collateral instead–in this case in the form of a basket of hedge fund investments. For the most part the option acts as an equity swap, with the client paying the returns on a basket of hedge funds and receiving a spread over Libor, with the notional amount resetting periodically.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 59%
Theoretical and Computational Physics
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