Chinese Yuan Swaps

Peter G. Zhang
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Peter G. Zhang: Shanghai Futures Exchange, China

Chapter 20 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 283-292 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Cross-Currency SwapsNondeliverable SwapsNondeliverable SwapsRationale of an NDSWhy Use an NDS?How Is an NDS Settled?CNY NDSsGeneral Introduction to the CNY NDS MarketHistorical CNY Swap RatesRecent CNY Swap RatesUses of CNY NDSsIntroduction to Uses of NDSsHedging with CNY NDSsForeign Exchange Forward SwapsForeign Exchange SwapsFX Forward SwapsNondeliverable FX Forward SwapsCNY FX Forward SwapsSummary and Conclusions

Keywords: Chinese Yuan; CNY Revaluation; Non-Deliverable Forwards; CNY Forwards; CNY Non-Deliverable Options; CNY Non-Deliverable Swaps; CNY Structured Notes (search for similar items in EconPapers)
Date: 2004
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