Derivatives Topic Test Whitney

exactly otherwise it doesn’t make sense.

€25,000,000 ´ [0.023181/4 (2.9552) + 0.977422] – 285,500,000/HK$/€9.96 ´ [0.018550/4 (2.9632) + 0.980152]

Note that the fixed swap amount (FS) is the per-period fixed swap rate times the notional amount. Therefore, the currency swap valuation equation can be expressed as Equation (16)…

Its quarterly reset. It has to be an error.