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by Magnyz
Fri May 25, 2007 4:23 pm
Forum: Forex
Topic: quoting fx-swaps
Replies: 1
Views: 5565

quoting fx-swaps

I am trying to price fx-swaps based on the arbitrage relationships via the interest rate markets. As long as we're talking cash instrument (deposits) it is straightforward but when the basis swaps comes into play it gets more problematic. Here are some questions that I hope some of you seasoned trad...