FX Correlation Swaps...
Posted: December 5th, 2007, 8:52 am
... Can any one explain to me how they work ?I have an example if someone could tak me through it - 1yr EURUSD vs 1yr USDJPY - price = 55% / 61% in 20k per us PointAnyone understand these well enough to explain it ? And how to price it up ?