Calculate total return swap (TRS) implied funding cost and mark-to-market. TRS transfers all economic exposure of an asset (price appreciation plus cash flows) in exchange for financing cost.
Enter the values for the scenario you are assessing. Calculate total return swap (TRS) implied funding cost and mark-to-market. TRS transfers all economic exposure of an asset (price appreciation plus cash flows) in exchange for financing cost. Use the total return swap result to inform your calculation.