Examples
Friday, July 17, 2009Entering a Swap, using the example of an Interest Rate Swap
See how to enter swaps, using the example of an Interest Rate Swap (Payer Swap)
Purchasing a cap while selling a Knock-in floor
See how to describe purchasing a cap while selling a Knock-in floor in sals.a
Bermudan swaption pricing
A guide that shows how to valuate a Bermudan Swaption price using sals.a
Hedge effectiveness testing
A guide that shows how test hedge effectiveness for a swap and its underlying deal.
Entering Callable Swaps
Guide showing how to enter Single Callable Swap and a Multi Callable Swap to sals.a. Includes a case study on a live client situation.
