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  1. discussion: FX swap --pricing/hedging

    how do u price and hedge the structure below::: FX Reference Type AUD Currency Coupon Swap (Amount of potential valuation loss: 7.13 billion yen) Estimated rate @65.00 ・ Agreed date: October 22, 2007 ・ Middle rate as of the last date of agreed month (the end of October 2007) = JPY 105.83 / AUD...
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