7 relations: Consumer price index, Inflation, Inflation derivative, Maturity (finance), Swap (finance), Underlying, Year-on-Year Inflation-Indexed Swap.
Consumer price index
A consumer price index (CPI) measures changes in the price level of of and purchased by households.
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Inflation
In economics, inflation is a sustained increase in price level of goods and services in an economy over a period of time.
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Inflation derivative
In finance, inflation derivative (or inflation-indexed derivatives) refers to an over-the-counter and exchange-traded derivative that is used to transfer inflation risk from one counterparty to another.
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Maturity (finance)
In finance, maturity or maturity date refers to the final payment date of a loan or other financial instrument, at which point the principal (and all remaining interest) is due to be paid.
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Swap (finance)
A swap is a derivative contract where two parties exchange financial instruments.
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Underlying
In finance, the underlying of a derivative is an asset, basket of assets, index, or even another derivative, such that the cash flows of the (former) derivative depend on the value of this underlying.
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Year-on-Year Inflation-Indexed Swap
The Year-on-Year Inflation-Indexed Swap (YYIIS) ia a standard derivative product over Inflation rate.
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Redirects here:
ZCIIS, ZCIS, Zero-Coupon Inflation Swap.
References
[1] https://en.wikipedia.org/wiki/Zero-Coupon_Inflation-Indexed_Swap