Consider a swap to pay currency A floating and receive currency B floating. What type of swap would be combined with this swap to produce
Consider a swap to pay currency A floating and receive currency B floating. What type of swap would be combined with this swap to produce a swap to produce a plain vanilla swap in currency B.
a. pay currency B floating, receive currency A fixed
b. pay currency B fixed, receive currency A floating
c. pay currency B fixed, receive currency A fixed
d. pay currency B floating, receive currency A floating
e. none of the above
Consider a swap to pay currency A floating and receive currency B floating. What type of swap would be combined with this swap to produce a swap to produce a plain vanilla Interest rate swap (pay fixed and receive floating) in currency B.
pay currency B floating, receive currency A fixed
pay currency B fixed, receive currency A floating
pay currency B fixed, receive currency A fixed
pay currency B floating, receive currency A floating
none of the above
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