Zero coupon inflation swap structure diagram
Zero coupon inflation swap structure diagram

The following Banking & Finance practice note provides comprehensive and up to date legal information covering:

  • Zero coupon inflation swap structure diagram
  • Step-by-step guide

Step-by-step guide

  1. Party A and Party B enter into an International Swaps and Derivatives Association (ISDA) Master Agreement, Schedule and agree with each other that they will document their zero-coupon inflation swap (ZC) under an ISDA confirmation

  2. Assume the notional amount of the ZC is $US 100,000,000

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