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This article has had extensive revisions as part of Project Finance's efforts to update, and make consistent, all interest rate derivatives (IRDs) pages. Old comments have been collapsed pending deletion as their issues are either now obsolete or addressed. Attack68 (talk) 08:43, 6 July 2017 (UTC)
Old Comments pending deletion on 1st July 2018
The description and the naming of the lemma is not quite clear to me. The first part of the article seems to describe an FX Swap to me (FX cash plus reverse FX forward). The last part then describes a combination with an interest rate swap. I would call this a cross currency swap (as in the navigation bar); Hull, admittedly, calls it a currency swap. Although english is not my native language, I deal (not trade) with these things in English quite frequently and I am pretty confident about the naming. --18.104.22.168 11:06, 30 December 2006 (UTC) (i. e. de:Benutzer Marinebanker)
A section needs to be added on the market risk on CCSs as I think it is what sets this instrument apart from IRS/forwards. I came to this page to look for a definition of cross currency basis risk, and a link to the basis risk page would be relevant, although that pages deals with only one type of basis risk and is in need of expanding. —Preceding unsigned comment added by 22.214.171.124 (talk) 11:14, 23 July 2008 (UTC)
|The content of Cross currency swap was merged into Currency swap on 30 April 2016. For the contribution history and old versions of the redirected page, please see ; for the discussion at that location, see its talk page.|
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