Cross-Currency Swaps and Basis Trading
Multi-Curve Frameworks and Institutional Applications
Luigi Pascal Rondanini and David Axtell
The third volume in the series covers cross-currency swaps, multi-curve valuation, basis trading, collateral and funding, counterparty risk, and institutional applications. Written for practitioners, not academics.
In the series
What this volume covers
- Cross-currency swap structures versus FX swaps and related instruments
- Multi-curve valuation, contractual basis, and market-par basis
- Basis trading, CIP limits, carry, and portfolio context
- FX, interest-rate, and cross-risk exposures in CCS books
- Collateral, funding, counterparty exposure, and margin implications
- Corporate funding, asset-manager hedging, and official-sector usage
- Structured and exotic CCS features used on the desk
Formats (15 December 2026)
As with FX Cash Products and FX Options & Volatility Trading, this title is hardcover £85, paperback £75, and ebook £35, in a 7 × 10" format (442 pages). Publication is 15 December 2026.
Stripe Checkout. Print orders collect a shipping address. After payment, if the EPUB is already on this site you can download it. Until that file is here, contact info@rondanini.com and the authors will send it.