{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

Chapter 6 -...

Info iconThis preview shows pages 1–8. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

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

{[ snackBarMessage ]}

Page1 / 33

Chapter 6 -...

This preview shows document pages 1 - 8. Sign up to view the full document.

View Full Document Right Arrow Icon bookmark
Ask a homework question - tutors are online