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The ISDA SIMM overview & FAQ - data.bloomberglp.com
Cross-currency swaps (CCS) Given that the IOSCO/BCBS margin rules allow exclusion of FX forwards for physically settled currencies (as a practical matter this tends to be at least the G10 currencies), ISDA SIMM applies a special treatment for CCS pricing and Greeks for the cases with an FX principal exchange embedded within the swap
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Instructions and Guide for Pricing and Valuation of ...
data.bloomberglp.comoped to prepare a 6-8 page Lab Report for turn-in. Your lab report should carefully ... report for your partner team. Your Lab Report must be typed and carefully edited, ... You can display the swaps by ticker or by name. (Hint: Select \Ticker" or \Name" at the left top of the table to make your adjustments.) What
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