ACCOUNTING ENTRIES IN FUNCTIONAL CURRENCY
F-1 On introducing cash into the fund:
F-2 On purchase of cross-currency interest rate swap trade:
F-3 On purchase of cross-currency interest rate swap trade: (T-1 @ FX Rate: 1.9444)
F-4 On accounting for premium on purchase of cross-currency interest rate swap trade:
F-5 On receipt 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 On accounting for accrued interest on receive leg:
F-9 Accrued interest on valuation date -pay leg: (T-2 @ FX Rate: 1.94430)
F-10 On reversal of accrued interest on coupon ...
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.
