How an interest rate swap is a special case of currency swap

Reference no: EM13925908

1. Explain how an interest rate swap is a special case of a currency swap.

2. Show 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 francs at a floating rate and receiving Swiss francs at a fixed rate.

Reference no: EM13925908

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