What is the definition of Volatility swap? | Dictionary.net

VOLATILITY SWAP

\vˌɒlɐtˈɪlɪti swˈɒp], \vˌɒlɐtˈɪlɪti swˈɒp], \v_ˌɒ_l_ɐ_t_ˈɪ_l_ɪ_t_i s_w_ˈɒ_p]\

Definitions of VOLATILITY SWAP

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

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A swap that exchanges realized volatility for fixed volatility. It directy protects the asset or market. This can last 6 months to 5 years.

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

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