Swaps de taxa de câmbio: precificação do coupon

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Cristiane F. S. Pedote

Abstract

The aim of this article is to show how we price the coupon interest of cross-currency interest rate swaps. In order to attend a broader audience and to draw a background picture, so that we can better understand these specific transactions, an introduction to the mechanics of the swaps market will be presented. We’ll also discuss what are the interests of the parties dealing in this market, the credit risks involved in these transactions and other legal and tax considerations.

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How to Cite
PEDOTE, C. F. S. Swaps de taxa de câmbio: precificação do coupon. RAE - Revista de Administracao de Empresas , [S. l.], v. 39, n. 3, p. 66–72, 1999. Disponível em: https://periodicos.fgv.br/rae/article/view/37835. Acesso em: 20 jul. 2024.
Section
Administração contábil e financeira