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Just compute the PV of each leg in dollar terms.you are making USD333 on EUR leg (spot rate *(pv of (EUR750750)-EUR750000)) and loosing USD833 on dollar leg (USD1m -pv of (USD1m))
Just compute the PV of each leg in dollar terms.
you are making USD333 on EUR leg (spot rate *(pv of (EUR750750)-EUR750000)) and loosing USD833 on dollar leg (USD1m -pv of (USD1m))
