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.
Series film
42 seconds · Books 1–3 · Luigi Pascal Rondanini & David Axtell · Series overview · YouTube
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
Buy the EPUB, or pre-order print
The official ebook price is £35. On rondanini.com the EPUB is £28, 20% off, and downloads after payment. Hardcover is £85 and paperback is £75, publishing 15 December 2026. A print pre-order includes the EPUB. 442 pages, 7 × 10", same series as FX Cash Products and FX Options & Volatility Trading.
Stripe Checkout. The EPUB is delivered from our download host after payment, one link per visit. Print orders collect a shipping address and are not shipped before 15 December 2026. Questions: info@rondanini.com. Returns (UK)