Explain how you would value a swap that is the exchange of a floating rate in one

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Explain how you would value a swap that is the exchange of a floating rate in one currency for a fixed rate in another currency.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:50 AM

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Explain how you would value a swap that is the exchange of a floating rate in one

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Suppose that floating payments are made in currency A and fi...View the full answer

Fundamentals of Futures and Options Markets

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