Pricing Range Accrual Notes – Extending the cap floor functions
2 mins read The prerequisite for this course is the first course on pricing interest rate swaps. Online Finance – Pricing Interest Rate
2 mins read The prerequisite for this course is the first course on pricing interest rate swaps. Online Finance – Pricing Interest Rate
3 mins read In this post, we look at how to price interest rate caps and floors using caplets and floorlets and Black’s
< 1 min read Amortizing Floating for Floating Currency Swap In an amortizing swap, the principal reduces in a predetermined way. For our illustration
< 1 min read Floating for Floating Currency Swap For our pricing example most of the assumptions will be the same as that used