R54 Swap Markets and Contracts

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IFT Team

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Aug 6, 2013, 9:10:00 AM8/6/13

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Mohammed Javid

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Nov 17, 2013, 2:30:41 AM11/17/13

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Assalamu alikum wr wb,

Dear Br Irfan,

I need one clarification on SWAP valuations topic. In real time working on SWAP Valuations which rates (USD SWAP rates/Treasury Rates) usually taken for valuations, eventhough in Curriculum Term Structure of Rates is mentioned. In addition to that if for example valuing today which rate usually we take from the previous day rates such as averge/median/high/ anyother indiator of the yeasterdays rates.

Thanks in advance.

JazaakaAllah khair,

Javid

On Tuesday, August 6, 2013 4:10:00 PM UTC+3, IFT Team wrote:

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