Bloomberg Interest Rate Derivatives Val & Pricing Technical Documents

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收藏 2013-12-07

SWPM USER GUIDE - How to Structure Using SWPM .pdf
大小:(376.69 KB)

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Price Sensitivity to Curve Shifting in SWPM - Current State -2012.pdf
大小:(457.48 KB)

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How to Price Year-On-Year Inflation Swaps and Options.pdf
大小:(266.46 KB)

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How to Price Inflation Linked Bonds on Bloomberg.pdf
大小:(182.89 KB)

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How to Price Cap Floor in SWPM.pdf
大小:(119.01 KB)

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How to Price an FRA Using SWPM.pdf
大小:(184.55 KB)

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How to Price a Basis Swap using SWPM.pdf
大小:(187.97 KB)

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DV01 KRR Synthetic Curves Release Notes.pdf
大小:(1.06 MB)

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DV01 Calculation Method.pdf
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Daily Discount Factors for all Currencies (from SWPM).xls
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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.

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