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Customized Swaps Quicklearn Bullets – All chapters
This QuickLearn Bullet teaches you how to customize interest rate swaps by modifying several features, such as a forward starting date, and the use of different settlement frequencies between the floating and the fixed leg, and/or different day-count conventions, and several other variations.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– None
Prerequisite recommended:
– None