This is for the Mathew Riley case in the morning session of Mock Exam B. It asks for the pricing of a euro swap, so I took the discount factors from the euro table and got the answer wrong. I looked at the solution and they took the future factors from the HKD section… but then I realized in the solution they first took the euro section of the table as if that’s what we SHOULD use, and then for the actual calculation, they took the values from the HKD side.
Huh?? Mistake or joke?
