Quanto Total Return LIBOR Swap Valuation

A quanto total return Libor Swap is a swap where one leg is a regular floating leg paying LIBOR less a constant spread and the other leg makes a single payment at the swap’s maturity equal to a leveraged non-negative return on USD-for-EURO exchange rate paid in CAD. The main focus of the valuation model is the quantoed total return on the FX rate.https://ia904705.us.archive.org/24/items/mortgageCashFlow/mortgageCashFlow.pd