Question
Show how to combine a currency swwap paying Swiss francs at a floating rate and receiving Japanese yen at a floating rate with another currency
Show how to combine a currency swwap paying Swiss francs at a floating rate and receiving Japanese yen at a floating rate with another currency swap to obtain a plain vanilla swap paying Swiss francs at a floating rate and receiving Swiss francs at a fixed rate
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Quantitative Financial Analytics The Path To Investment Profits
Authors: Edward E Williams, John A Dobelman
1st Edition
9813224258, 978-9813224254
