Floating rate and receiving swiss frances at a fixed rate

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How to combine a currency swap paying Swiss francs at a floating rate and receiving Japanese yen at a floating rate with another currency swap to obtain a plain vanilla swap paying Swiss Frances at a floating rate and receiving Swiss Frances at a fixed rate.

Reference no: EM132392699

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Floating rate and receiving swiss frances at a fixed rate : How to combine a currency swap paying Swiss francs at a floating rate and receiving Japanese yen at a floating rate with another currency swap
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