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

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

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 ...

WASHINGTON, July 24 (Reuters) - The U.S. derivatives regulator proposed a key rule on Tuesday that would set the clock for firms to start clearing certain types of swaps, in a bid to reduce risk in ...