The Law Dictionary

Your Free Online Legal Dictionary • Featuring Black’s Law Dictionary, 2nd Ed.

VARIANCE SWAP Definition & Legal Meaning

Definition & Citations:

A swap that considers realized and implied volatility squared. They are used in equity and foreign exchange markets. Refer to realized volatility swap.

Disclaimer

This article contains general legal information but does not constitute professional legal advice for your particular situation. The Law Dictionary is not a law firm, and this page does not create an attorney-client or legal adviser relationship. If you have specific questions, please consult a qualified attorney licensed in your jurisdiction.