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Note on Foreign Currency Swaps

By: W. Carl Kester
  • Format:Print
  • | Pages:11
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Abstract

Provides descriptive background about the development of an international market for currency swaps and, by means of a detailed example, instructs readers in the determination of swap flows and all-in costs of financing using market swap rates. A rewritten version of an earlier note.

Keywords

Currency

Citation

Kester, W. Carl. "Note on Foreign Currency Swaps." Harvard Business School Background Note 292-043, November 1991. (Revised April 2002.)

About The Author

W. Carl Kester

Finance
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