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by Hakan
May 23rd, 2011, 8:54 am
Forum: Technical Forum
Topic: Hedging 4YR FX Swap
Replies: 8
Views: 52259

Hedging 4YR FX Swap

<t>Hi there, there is one small additional point i'd like to make on the initial post although i know it's old.FX Swaps have longer duration, because, in a way there is a bullet interest payment incorporated in the forward rate at the very end; where as in basis swaps and irss there are coupons alon...