What would you expect the gbp-chf swap price

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Reference no: EM131328211

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The Eurosterling interest rate for 1 year (exactly 365 days) is 6%. The EuroSwiss Franc interest rate for the same period is 3%. The spot ate today is GBP/CHR 1.3580 / 90.

What would you expect the GBP/CHF swap price to be for 1 year forward? (Ignore the buy-sell spread and calculate the middle price only.)

Reference no: EM131328211

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What would you expect the gbp-chf swap price : The Eurosterling interest rate for 1 year (exactly 365 days) is 6%. The EuroSwiss Franc interest rate for the same period is 3%. The spot ate today is GBP/CHR 1.3580 / 90. What would you expect the GBP/CHF swap price to be for 1 year forward?

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