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by fxuehit
May 16th, 2012, 8:39 am
Forum: General Forum
Topic: THB CCS vs ND-IRS implied rate?
Replies: 4
Views: 81269

THB CCS vs ND-IRS implied rate?

<t>For offshore swap market like THB, both NDIRS and NDCCS are traded. For both case, should we use an identical fx fwd to convert THB flows? If so, how we should work out this fx fwd properly? And shall we use same $ discount curves for both case? If so, suppose NDIRS market most liquid instrument ...