@article{crosscurrencybasisswapsreferencing, title = {Cross-Currency Basis Swaps Referencing Backward-Looking Rates}, author = {Yining Ding and Ruyi Liu and Marek Rutkowski}, year = {2024}, eprint = {2410.08477}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2410.08477v1}, }