411 REFERENCE · Wikibooks
A Practical Guide to Interest Rate Derivative Modelling/Cross Currency Modelling
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
(WIP)
In this section we cover:
- Funding transactions
- fx spot
- fx swap
- CCS, CBS, MTM-CCS, MTM-CBS
- collateral still counts
- Exchange derivative
- fx futures