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

A zero-coupon swap involves the exchange of cash flows where the fixed-rate side pays a lump sum at maturity. Learn its key features and valuation methods.

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

Commentators are going back to their old habit of comparing the raw yields on 10-year bonds and making assertions about what this means about implied credit quality. The “easiest” way to get a hedged ...