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Valuing a currency swap as FRA
Helpful! Thank you for the same!- Dimitriy
- Post #3
- Forum: P1.T3. Financial Markets & Products (30%)
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D
Valuing a currency swap as FRA
Hello! Hope everyone is safe! The attached is from Hull Ch. 7, Q 7.5. Can anyone please let me know how to convert to continuously compounded interest rates as has been done in the highlighted part?- Dimitriy
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- currency-swap-valuation
- Replies: 3
- Forum: P1.T3. Financial Markets & Products (30%)