Pricing a Currency Swap After Inception Involves

question 52

Multiple Choice

Pricing a currency swap after inception involves

• A)finding the difference between the present values of the payments streams the party will receive in one currency and pay in the other currency, converted to a common currency.
• B)sending a market order to a swap dealer.
• C)finding the sum of the present values of the payments streams that each party will receive in one currency and pay in the other currency, converted to a common currency.
• D)none of the above

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