- UID
- 223356
- 帖子
- 574
- 主题
- 96
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
I would think credit risk is greater near the end as notionals must be exchanged at the beginning and end of the xcurr swap as opposed to plain vanilla swaps
That being said as long as u know it should be middle to end you should be fine |
|