Hedging 2 year Swap notes with Euribor strips?

theEdge

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Does anyone know how to do this correctly? I can't work out what ratios to use and can't find any resources on the web either.
 
theEdge said:
Does anyone know how to do this correctly? I can't work out what ratios to use and can't find any resources on the web either.

try reading hull....it's probablky in there....i will have a look later but im busy at the mo
 
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