3 ms·

You couldn't implement this in a fund structure. It would need to be a separately managed account or something customized to each individual.

• INGELRII 7y ago
  That what I was thinking too. I think it could be implemented as SP520 index fund with a low cost swap sold separately against the fund.
  • nickles 7y ago
    You’re not going to be able to trade swaps with a party that doesn’t have an ISDA.