Search Elements:
- Taxonomy
- us-gaap
- Name
- EquitySwapMember
- Label
- Equity Swap [Member]
- Period Type
- duration
- Type
- dtr-types:domainItemType
- Definition
- Contracts in which the counterparties exchange a series of cash payments based on (a) an equity index and (b) a fixed or floating interest rate on a notional principal amount. Equity swap contracts typically are tied to a stock index, but sometimes they relate to a particular stock or a defined basket of stocks.
Excel
