Thursday, October 30, 2014

ccy swap^ IRS^ outright FX fwd

Ccy swap vs IRS
- Similar - exchange interest payments
- diff -- Ccy swap requires a final exchange of principal. FX rate is set on deal date


Ccy swap vs outright fx fwd?
- diff -- outright involves no interest payments
- similar -- the far-date principal exchange has an FX rate. Rate is set on deal date
- diff -- the rate is the spot rate on deal date for ccy swap, but in the outright deal, the fwd rate as of the deal date


Ccy swap vs FX swap? Less comparable. Quite a confusing comparison.

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