What is the definition of Realized volatility swap? | Dictionary.net

REALIZED VOLATILITY SWAP

\ɹˈi͡əla͡ɪzd vˌɒlɐtˈɪlɪti swˈɒp], \ɹˈi‍əla‍ɪzd vˌɒlɐtˈɪlɪti swˈɒp], \ɹ_ˈiə_l_aɪ_z_d v_ˌɒ_l_ɐ_t_ˈɪ_l_ɪ_t_i s_w_ˈɒ_p]\

Definitions of REALIZED VOLATILITY SWAP

1910 - Black's Law Dictionary (2nd edition)

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A swap exchanging realized and implied volatility for a market reference. This is common for equith and foreign exchange markets. Refer to variable swap.

1910 - Black's Law Dictionary (2nd edition)
By Henry Campbell Black

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