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Presentation . 2022
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
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Other literature type . 2022
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Cross Currency Basis Swaption Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 27 May 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.6588374 , 10.5281/zenodo.6588375

Cross Currency Basis Swaption Model

Abstract

A Cross-currency basis swap, which is also called FX basis swap, is a contract between two parties that one side receives a floating rate (plus a possible spread) of currency A and the other receives a floating rate (also plus a possible spread) of currency B. An Fx basis swaption is the option to enter an in-the-money underlying Fx basis swap.

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Cross Currency Basis Swaption Model

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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