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CCS = Cross Currency Swap. CCIRS = Cross Currency Interest Rate Swap Spot-Rates (Kassazinssätze), Forward Rates (implizite Terminzinssätze) und Zinsstrukturen Aufteilung nach Marktrisikokategorien (FX, Interest Rates, …).

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Every interest rate swap shall be marked-to-market and, if necessary, translated into euro at the currency spot rate. Für jeden Zinsswap wird ein Marktwert