Abstract
It should be similar to the previous section on the life of an IR Swap (3.1), but now there’s an additional risk factor (FX).
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© 2016 Marcos C. S. Carreira and Richard J. Brostowicz
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Carreira, M.C.S., Brostowicz, R.J. (2016). And the Even More Interesting USD Onshore Interest Rates …. In: Brazilian Derivatives and Securities. Palgrave Macmillan, London. https://doi.org/10.1057/9781137477279_6
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DOI: https://doi.org/10.1057/9781137477279_6
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-137-47726-2
Online ISBN: 978-1-137-47727-9
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