ACCOUNTING ENTRIES IN FUNCTIONAL CURRENCY
F-1 On introducing cash into the fund:
F-2 On purchase of XCCY Swap trade:
F-3 On purchase of cross-currency interest rate swap trade: (T-1 @ FX Rate: 1.2924)
F-4 On accounting for premium on purchase of cross-currency interest rate swap trade:
F-5 On payment of premium on purchase of cross-currency interest rate swap trade:
F-6 On reversal of existing net present value of XCCY Swap on valuation date:
F-7 On valuation of XCCY Swap on valuation date:
F-8 Accrued interest on valuation date—pay leg:
F-9 Accrued interest on valuation date -pay leg: (T-2 @ FX Rate: 1.3331)
F-10 On reversal of accrued interest on coupon date—receive leg:
F-11 On accounting ...
Get Accounting for Investments, Volume 2: Fixed Income Securities and Interest Rate Derivatives—A Practitioner's Guide now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
