1.5 Money - interest rate and currency swaps

This paper talks about interest rate and currency swaps and covers:

·        Definitions

·        Different valuation approaches

·        Counterparty issues

·        Tomorrow-next transactions

·        Non-deliverable swaps

·        Basis swaps

·        Swap quotes

·        Exiting a swap

·        Exotic swap types

The paper has 10 pages and the Excel has 1 sheet