Derivatives

Synthetic Swap Spread

August 24, 2021
Derivatives

Using a Swap to Transform a Liability

August 25, 2021

Share

A swap (coupon-currency swap) that combines a spot foreign exchange with an offsetting long-term currency forward exchange transaction (FXA). With this swap, immediate cash flows are replaced with a single cash exchange at maturity date.

Leave a Reply

Related Tags

All Topics in the Letter