IDC Expands IR Swap Valuations
Interactive Data's Pricing and Reference Data division has expanded its interest rate swap valuation service to include coverage of swaps in the Hong Kong dollar, Korean won, Malaysian ringgit, Singapore dollar, Taiwan dollar, Thai baht and Turkish lira. The service now provides valuations of fixed-for-fixed cross-currency swaps in any combination of currency pairs, valuations for irregular-schedule amortizing and accreting single-currency swaps, irregular-schedule step-up and step-down single
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