Commodity Asian Swap Valuation
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13.03.2023
Co-author
Affiliation
BMO
Main category
Economics (Finance)
Abstract
The commodities swaps are based on crude and refined oil products and these swaps are typically Asian commodity-price swaps. A typical deal where one party pays fixed and receives floating is specified as follows:
Further information
Further reading
https://ia601608.us.archive.org/22/items/asian-commodity/AsianCommodity.pdf
Language
English
DOI
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