Serving the Quantitative Finance Community

Pricing Cross Currency Swap

Post Reply
 
User avatar
RiskCapital
Topic Author
Posts: 1
Joined: November 16th, 2005, 11:41 am

Pricing Cross Currency Swap

October 5th, 2006, 5:46 am

Any idea..where can find a website or spreadsheet on Pricing Cross Currency Swap, need it for validating purpose. Thanks
Top
 
User avatar
pleoni
Posts: 0
Joined: July 13th, 2006, 1:05 pm

Pricing Cross Currency Swap

October 6th, 2006, 5:39 pm

Do you have access to Bloomberg?
Top
 
User avatar
RiskCapital
Topic Author
Posts: 1
Joined: November 16th, 2005, 11:41 am

Pricing Cross Currency Swap

October 7th, 2006, 2:56 am

Yes pleoni...any idea where to get it from ...
Top
 
User avatar
mgutierrezv
Posts: 0
Joined: August 11th, 2006, 6:39 pm

Pricing Cross Currency Swap

October 13th, 2006, 9:42 pm

Go to SWPM in Bloomberg
Top
 
User avatar
RiskCapital
Topic Author
Posts: 1
Joined: November 16th, 2005, 11:41 am

Pricing Cross Currency Swap

October 14th, 2006, 2:46 am

Thanks, does any one have cross currency swap ..sheet example.. or any good link too , i need it understand as well .thanks agin
Top
 
User avatar
paladin
Posts: 0
Joined: December 19th, 2005, 12:41 pm

Pricing Cross Currency Swap

October 16th, 2006, 10:29 pm

http://www.hfb.de/Dateien/CPQF_Arbeits2.pdfchk this ..would be pretty useful..
Top
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About | Contact us