In Option B, when we are borrowing 6m USD and investing in 5 year Greek. And then hedging the same by selling forward Greek into USD, then why aren't we incorporating Gain via Forward Prem on Euro against USD ( Euro and Greek same currency) alongwith the return of 2.15% ?
In Option B, when we are borrowing 6m USD and investing in 5 year Greek. And then hedging the same by selling forward Greek into USD, then why aren’t we incorporating Gain via Forward Prem on Euro against USD ( Euro and Greek same currency) alongwith the return of 2.15% ?
Sir, can't we break the notional principal and then enter accordingly. Like, one swap of notional principal of $25 mn, where one leg is return on S&P 500 Index exchanged with Return of Bloomberg Barclays US Treasury Index. And the other swap of notional pricipal $2m, where one leg is Return on SRead more
Sir, can’t we break the notional principal and then enter accordingly. Like, one swap of notional principal of $25 mn, where one leg is return on S&P 500 Index exchanged with Return of Bloomberg Barclays US Treasury Index.
And the other swap of notional pricipal $2m, where one leg is Return on S&P 500 Index exchanged with Return of BOFA Merill Lynch US Corporate Index.
And the 3rd Swap of notional principal of $3m, where one leg is Return of S&P Small Cap 600 Index exchanged with Return of BOFA Merill Lynch US Corporate Index.
Yield Curve Strategies
In Option B, when we are borrowing 6m USD and investing in 5 year Greek. And then hedging the same by selling forward Greek into USD, then why aren't we incorporating Gain via Forward Prem on Euro against USD ( Euro and Greek same currency) alongwith the return of 2.15% ?
In Option B, when we are borrowing 6m USD and investing in 5 year Greek. And then hedging the same by selling forward Greek into USD, then why aren’t we incorporating Gain via Forward Prem on Euro against USD ( Euro and Greek same currency) alongwith the return of 2.15% ?
See lessQuery regarding YouTube classes
I did. But, wanted to confirm. And how many more classes can we expect?
I did. But, wanted to confirm. And how many more classes can we expect?
See lessEQUITY SWAP
Sir, can't we break the notional principal and then enter accordingly. Like, one swap of notional principal of $25 mn, where one leg is return on S&P 500 Index exchanged with Return of Bloomberg Barclays US Treasury Index. And the other swap of notional pricipal $2m, where one leg is Return on SRead more
Sir, can’t we break the notional principal and then enter accordingly. Like, one swap of notional principal of $25 mn, where one leg is return on S&P 500 Index exchanged with Return of Bloomberg Barclays US Treasury Index.
And the other swap of notional pricipal $2m, where one leg is Return on S&P 500 Index exchanged with Return of BOFA Merill Lynch US Corporate Index.
And the 3rd Swap of notional principal of $3m, where one leg is Return of S&P Small Cap 600 Index exchanged with Return of BOFA Merill Lynch US Corporate Index.
Isn’t this correct?
See lessEQUITY SWAP
I added the illustration. Can't we do the swap using equity and bond return?
I added the illustration. Can’t we do the swap using equity and bond return?
See lessEURO BOND FUTURES SUM.
Okay Thank you Sir, I had one more doubt in this. Can you see the earlier question as well in the details section as well.
Okay Thank you Sir, I had one more doubt in this. Can you see the earlier question as well in the details section as well.
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