[CSA discounting] Do you really know how to price an interest rate swap?

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The fixed income world has changed a lot these years. Attached is a very clear description about CSA discounting - something you must know if you are doing fixed income trading and modelling. It describes what 1st tier and 2nd tier IBanks are doing.

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关键词：interest counting Discount Discou really about world describes something interest

谢谢分享

kankankankan

looks interesting, thanks for sharing

kankankankan