Total Return Swap (TRS) evaluation

leo.wu

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

samuel.schwalm

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

leo.wu

Thanks for the update, @samuel.schwalm.

We do not have the information whether the underlying type is equity or other asset class. Will check with the client and revert to you once got sth.