Main category
Economics (General Management)
Abstract
A quanto total return Libor Swap is a swap with two legs. One leg of the swap pays LIBOR less a constant spread and the other leg makes a single payment at the swap’s maturity equal to a leveraged non-negative return on USD-for-EURO exchange rate paid in CAD.
Further reading
https://ia904703.us.archive.org/32/items/quantoTrs/quantoTrs.pdf
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