A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties that one side receives a floating rate (plus a possible spread) of currency A and the other receives a floating rate (also plus a possible spread) of currency B. An Fx basis swaption is the option to enter an in-the-money underlying Fx basis swap.https://osf.io/4nhyb/downloa
A derivative security considered here is a European type option whose holder, at the maturity, can e...
By Covered Interest rate Parity (CIP), the FX swap implied currrency interest rates should coincide ...
By Covered Interest rate Parity (CIP), the FX swap implied currency interest rates should coincide w...
An FX swap or currency swap agreement is a contract in which both parties agree to exchange one cur...
A Cross Currency European Swaption is a European Swaption to enter into a swap to exchange cash flow...
Cross currency swap has two legs. Each leg is based on an index in different currency. A cross-curre...
A foreign exchange swap or currency swap is a contract under which two parties agree to exchange two...
An FX swap agreement is a contract in which both parties agree to exchange one currency for another...
A basis swaps is an interest rate swap that involves the exchange of two floating rates, where the f...
Departure from Covered Interest Parity (CIP), known as the cross currency basis, is not just a stapl...
A cross currency option is a currency translated option of the type foreign equity option struck in ...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
An interest rate swap is an agreement between two parties to exchange future interest rate payments ...
A model is presented for pricing European/Bermudan type callable capped floating rate note (FRN) swa...
A derivative security considered here is a European type option whose holder, at the maturity, can e...
By Covered Interest rate Parity (CIP), the FX swap implied currrency interest rates should coincide ...
By Covered Interest rate Parity (CIP), the FX swap implied currency interest rates should coincide w...
An FX swap or currency swap agreement is a contract in which both parties agree to exchange one cur...
A Cross Currency European Swaption is a European Swaption to enter into a swap to exchange cash flow...
Cross currency swap has two legs. Each leg is based on an index in different currency. A cross-curre...
A foreign exchange swap or currency swap is a contract under which two parties agree to exchange two...
An FX swap agreement is a contract in which both parties agree to exchange one currency for another...
A basis swaps is an interest rate swap that involves the exchange of two floating rates, where the f...
Departure from Covered Interest Parity (CIP), known as the cross currency basis, is not just a stapl...
A cross currency option is a currency translated option of the type foreign equity option struck in ...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
A currency option or FX option is a contract that gives the buyer the right, but not the obligation,...
An interest rate swap is an agreement between two parties to exchange future interest rate payments ...
A model is presented for pricing European/Bermudan type callable capped floating rate note (FRN) swa...
A derivative security considered here is a European type option whose holder, at the maturity, can e...
By Covered Interest rate Parity (CIP), the FX swap implied currrency interest rates should coincide ...
By Covered Interest rate Parity (CIP), the FX swap implied currency interest rates should coincide w...
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