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.
Companion podcast — The Trading Floor
A podcast season accompanying this book runs on thetradingfloor.rondanini.com from 1 September 2026 through 15 December 2026 — the day the book is released.
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 planned for hardcover, paperback, and ebook in a 6 × 9" format (about 375 pages). Pricing, bundles, and pre-order links will be published on this page closer to release.
Companion Python code is not associated with this title yet and may be announced later.