Pre-Paid Variable Forward

Why do you want to price that? I'm curious. I work with structures like that, but I don't have anything I can send you. Are you looking at the options imbedded in a recent transaction?
 
I just want to know if a PPVF is a good deal or a crappy one based on the price.

Since you work with these products could you tell me what are some of the more popular OTC derivatives today?

:)
 
Well I'm not familiar with what institutional funds/hedge funds are buying b/c my desk only sells to Corporates, so the trades are much larger, but much less frequent. More like structured transactions rather than trades.

You should be able to price a VPF on any options platform that lets you apply time-value to you capital at diff points in time, etc
 
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