B Examples of Processing Interest Rate and Currency Options

Local currency entries that are shown and passed according to the local currency of the branch and the exchange rate between the settlement currency and the local currency.

This chapter contains the following sections:

• Examples
  This topic describes examples such interest rate options, currency options, Contingent Entries and Delta Accounting, and Swaption with European Expiration.Example I - Interest Rate Options
• Examples of Different Types of Exotic Currency Options
  This topic describes the various examples for different types of exotic currency options.
• Explanation of Terms Associated with IRO Markets/Transactions
  This topic describes the terms associated with IRO Markets or Transactions.