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Chapter 19 FX risk management (2)

Kkiran8y ago
Hi, On the online lecture you did you not go through currency swaps or swaption are we to assume this is unlikely to be tested? Thanks
John MoffatJohn MoffatTutor8y ago#1
They are less likely, but they can be tested. However the logic is exactly the same as interest rate swaps, as I have written in the lecture notes. There is nothing extra to learn - the foreign exchange part of it is following the instructions in the question.
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