Fixed for fixed currency swap: mechanics and valuation (T3-33)

Описание к видео Fixed for fixed currency swap: mechanics and valuation (T3-33)

David has three panels here. The first one is to illustrate the mechanics of a fixed for fixed currency swap. After illustrating the mechanics, he will show you how to price or value the currency swap as if it were two bonds. The third way is to illustrate how John Hull shows it in his latest book, which is valuing the currency swap as if it were a series of forward rate agreements. Discuss this video here in our FRM forum: https://trtl.bz/2VwDqzU.

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