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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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