Calculating Currency Swaps with Continuous Compounding complex, question, valuation, attention, continuous

therecruit

For those of you that are through the last book, how many of you can comfortably solve a relatively complex valuation question on swap market value from start to finish? ie. Currency swap with continuous compounding and valuing as of a date other than maturity and inception.

Questions like these seem to take a lot of time. And demand great attention to tiny nuances. Just curious if people are all experts on derivatives already.