Structured Deposits Related to CNY

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

Chapter 22 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 317-329 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Introduction to NDF-Linked DepositsHow Does an NDF Currency-Linked Deposit Work?Currency Deposits with Embedded European OptionsDeposit Currencies and Measured FX RatesParametersExercising ProbabilitiesCurrency Range DepositsRange and Interest Payment SpecificationsExercising ProbabilitiesAmerican Currency Range DepositsDual Currency DepositsCurrency Deposits with Embedded Exotic OptionsCurrency Deposits with “Knock-Out” FeaturesCurrency Deposits with “Knock-In” FeaturesCurrency Deposits with ”Double Triggers”CNY-Linked Deposits with Principal not GuaranteedCurrency Deposits with Principal not GuaranteedEmbedded OptionsCurrency Deposits with Partial Principal ProtectionOther Currency Deposits 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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