SWPM USER GUIDE - How to Structure Using SWPM .pdf
(376.69 KB, 需要: 100 个论坛币)
Price Sensitivity to Curve Shifting in SWPM - Current State -2012.pdf
(457.48 KB, 需要: 100 个论坛币)
How to Price Year-On-Year Inflation Swaps and Options.pdf
(266.46 KB, 需要: 100 个论坛币)
How to Price Inflation Linked Bonds on Bloomberg.pdf
(182.89 KB, 需要: 100 个论坛币)
How to Price Cap Floor in SWPM.pdf
(119.01 KB, 需要: 100 个论坛币)
How to Price an FRA Using SWPM.pdf
(184.55 KB, 需要: 100 个论坛币)
How to Price a Basis Swap using SWPM.pdf
(187.97 KB, 需要: 100 个论坛币)
DV01 KRR Synthetic Curves Release Notes.pdf
(1.06 MB, 需要: 100 个论坛币)
DV01 Calculation Method.pdf
(692.42 KB, 需要: 100 个论坛币)
Daily Discount Factors for all Currencies (from SWPM).xls
(972 KB, 需要: 100 个论坛币)
Bloomberg Interest Rate Derivatives Valuation and Pricing Technical Documents
彭博 利率衍生品估值定价 技术文档
Cap, FRA, Inflation-Indexed Bond and Swap, Basis Swap and details about many risk & sensitivity measurement methods.
权威、高端、有价值


雷达卡






京公网安备 11010802022788号







