S smt2000 May 31, 2006 #1 any traders that are familiar with structured bonds, that have a reference index of swaps, for example 30 year vs 10year , etc. Any comments are welcomed
any traders that are familiar with structured bonds, that have a reference index of swaps, for example 30 year vs 10year , etc. Any comments are welcomed
D dealer May 31, 2006 #2 Quote from smt2000: any traders that are familiar with structured bonds, that have a reference index of swaps, for example 30 year vs 10year , etc. Any comments are welcomed More... In a previous life I managed derivative portfolios including such instruments. Are you trying to value a secondary or pricing a new issue?
Quote from smt2000: any traders that are familiar with structured bonds, that have a reference index of swaps, for example 30 year vs 10year , etc. Any comments are welcomed More... In a previous life I managed derivative portfolios including such instruments. Are you trying to value a secondary or pricing a new issue?
