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| Linear Forex-Linked Swap Description of this type of interest rate swap where the fixed interest rate leg is linked to the performance of a defined FX rate. | |
| Factors Affecting Currency Trading Discussion of factors affecting currency trading by the Chicago Mercantile Exchange. | ||
| Interest Rate and Currency Swaps Primer on interest rate and currency swaps from University of Michigan's professor Perry. | ||
| Pacific Commerce Provides access to current and historic daily exchange rates through an on-line database retrieval and plotting system. | ||
| The Group of 31 Report: Core Principles for Managing Multinational FX Risk A study by Greenwich Treasury Advisors of major corporations' methods of managing foreign exchange risk. | ||
| Nondeliverable Forwards A paper on the basics of structuring and pricing nondeliverable currency forwards. Also, includes hedging examples. | ||
| Federal Reserve Bank of St. Louis Historical U.S. economic and financial data, including daily U.S. interest rates, monetary and business indicators, exchange rates, for Arkansas, Illinois, Indiana, Kentucky, Mississippi, Missouri and Tennessee. | ||
| International Economics & Business Links to information on international finance. | ||
| Rolling Par Forward Description of the characteristics, advantages, and disadvantages of this type of forward where one party has the right to extend the maturity of the transaction. | ||
| Floating Rate Par Forward Description of this type of cross currency par forward, where one of the legs is dependent upon the floating interest rate of the currency rather than the fixed rate. | ||
| Participating Forwards for Currency Sellers Allied Irish Bank's description of an option-like currency forward contract. | ||
| Bridge - FOREX, Database Overview pages to view real-time forex rates and other important market rates. Instrumentized rates for easy access to real-time spreadsheets, charts and other analytics; 20-year daily history. | ||
| Par Forward Description of this type of agreement to exchange a series of cashflows over time in one currency for a series of cashflows in another currency with all exchanges occurring at the same exchange rate. | ||
| Numerical Valuation of Cross-Currency Swaps and Swaptions A working paper that tests continuous time models of swaps and swaptions via discrete numerical examples; presented by Dempster and Hutton of the University of Essex. | ||
| Point-and-Click FX Article in businessfinancemag.com that describes the influence of the Internet on foreign exchange trading. | ||
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