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Dual currency bond - PowerPoint PPT Presentation

Topic Seven Hedging exposures with swaps

Topic Seven Hedging exposures with swaps. How do you convert a floating rate loan to a fixed rate loan, or a US dollar exposure to an Australian dollar exposure?. Topic Seven Sub-Topics. Converting a floating interest rate to a fixed rate Adjusting the duration of a bond portfolio

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Dual currency bond - PowerPoint PPT Presentation

Topic Seven Hedging exposures with swaps