Inflation swap

An inflation swap is the linear form of an inflation derivative, an over-the-counter and exchange-traded derivatives that is used to transfer inflation risk from one counterparty to another.

Limited Price Indexation (LPI) swaps are inflation swaps which are capped and floored between 0% and 5%.

See also

Derivatives market

Derivative (finance)

Terms	Credit spread Debit spread Exercise Expiration Moneyness Open interest Pin risk Risk-free interest rate Strike price the Greeks Volatility
Vanilla options	Bond option Call Employee stock option Fixed income FX Option styles Put Warrants
Exotic options	Asian Barrier Basket Binary Chooser Cliquet Commodore Compound Forward start Interest rate Lookback Mountain range Rainbow Swaption
Combinations	Collar Covered call Fence Iron butterfly Iron condor Straddle Strangle Protective put Risk reversal
Spreads	Back Bear Box Bull Butterfly Calendar Diagonal Intermarket Ratio Vertical
Valuation	Binomial Black Black–Scholes model Finite difference Garman-Kohlhagen Margrabe's formula Put–call parity Simulation Real options valuation Trinomial Vanna–Volga pricing

Exotic derivatives

Other derivatives

Market issues

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