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
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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
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interest rate derivative related effect interest rate calculation
5.NPCI/NSCI
Anything to add?