HI Juerg,
Thanks for your reply!
But the swap rate will not be the same for every contract for a currency pair and tenure.
In that case, the valuation will be incorrect.
Please correct me, if I am wrong.
Regards,
Kamal
HI Juerg,
Thanks for your reply!
But the swap rate will not be the same for every contract for a currency pair and tenure.
In that case, the valuation will be incorrect.
Please correct me, if I am wrong.
Regards,
Kamal