Major calculation blocks
What are some of the major calculation you guys have in mind, just want to make sure I can think through the analysis process before the test, here is my list
1.forward contract valuation
2.interest rate swap contract value calculation
3. Currency swap - no face value exchange, periodic payment exchange with initial face value exchange, borrow foreign currency by exchanging face value with the counter party
4. interest rate derivative related effect interest rate calculation
Anything to add?
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