Correlation Swap

Business, Legal & Accounting Glossary

Definition: Correlation Swap


Correlation Swap


Full Definition of Correlation Swap


A financial derivative that allows an investor to speculate on the correlation of underlying securities. Correlation swaps protect against the risk that the components in a basket of investments will not have the desired correlation.


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Modern Language Association (MLA):
Correlation Swap. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
March 28, 2024 https://payrollheaven.com/define/correlation-swap/.
Chicago Manual of Style (CMS):
Correlation Swap. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/correlation-swap/ (accessed: March 28, 2024).
American Psychological Association (APA):
Correlation Swap. PayrollHeaven.com. Retrieved March 28, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/correlation-swap/

Definition Sources


Definitions for Correlation Swap are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 20th November, 2021 | 0 Views.