Chapter 19 FX risk management (2)

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December 2, 2017 at 7:54 pm #419795
kkhatani
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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
December 3, 2017 at 5:41 am #419840
John Moffat
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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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