Search Elements:
- Taxonomy
- us-gaap
- Name
- VarianceSwapMember
- Label
- Variance Swap [Member]
- Period Type
- duration
- Type
- dtr-types:domainItemType
- Definition
- A type of volatility swap where the payout is linear to variance rather than volatility. Therefore, the payout will rise at a higher rate than volatility.
Excel
