<t>Hi, I have a question regarding the pricing of FX Forward. We are using Advent Geneva to calculate the Forward FX price for different currencies swap. However, we are getting big differences in the prices while compared to client pricing. Advent Geneva uses the equation, "logRprior + (D ? Dprior)...

<t>Just to start with couple of basic questions,1). How do you make money on the equity swap? By commissions only or by taking the other side of the position your client is taking? Is there any other way desks make money?2). If you want to hedge your position, and I believe most of the desks do that...

<t>Hi Guys,My company is coming up with the Equity Swap trading desk and we are building a system the equity swaps. So, we are trying to build different parts for the overall system such as hedging calculation, PnL, Risk reporting, etc..Is there any book out there for the equity swap? Or any website...

Both replies were quite helpful. Thanks Dave and and dpm25.......

<t>Hi GuysFirst of all, thank you all for making this forum so lively and helpful. It is very helpful.Recently, I came across couple of questions regarding Forward prices. 1). Given a spot FX rate and Interest rate of two currency pairs, what is the expected forward FX rate?2). Given a spot bond pri...