Chapter 6 - 1 Copyright Zheng Zhenlong & Chen...

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Unformatted text preview: 1 Copyright Zheng Zhenlong & Chen Rong, 2008 Swaps Interest Rate Swap IRS Currency Swap 2 Copyright Zheng Zhenlong & Chen Rong, 2008 1 2 3 4 5 7 10 30 50 6.1 3 Copyright Zheng Zhenlong & Chen Rong, 2008 6.2 4 Copyright Zheng Zhenlong & Chen Rong, 2008 1. Cross-Currency Interest Rate Swaps 5 Copyright Zheng Zhenlong & Chen Rong, 2008 2. Basis Swaps LIBOR 1 Constant Maturity Swap CMS Constant Maturity Treasury Swap CMT 6 Copyright Zheng Zhenlong & Chen Rong, 2008 3. Accreting Swaps Amortizing Swaps Roller...
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Chapter 6 - 1 Copyright Zheng Zhenlong & Chen...

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