Total Return Swap (TRS) evaluation

Hi Team,

One of our clients is very interested in IPA and would like to know whether IPA supports the evaluation for Total Return Swap (TRS)?

Could you advise on this?

Thanks,

Leo

Best Answer

  • samuel.schwalm
    Answer ✓

    Hello @leo.wu,

    There is no support for TRS currently, but this is something we're considering. Would you know if this is equity related or if they need support for several other asset classes ?

    Best regards

    Samuel

Answers