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:DX1 Traders, risk managers, sales force, financial control and audit
prerequisite required:
– None
prerequisite recommended:
– None
Please click below pictures to explore the chapters:
