A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same currency. Learn its benefits and requirements.

Scholes for options to futures spot pricing. Understand pricing mechanisms for better financial decision-making.

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...