Swaptions

This topic has 1 reply, 2 voices, and was last updated 7 years ago by John Moffat.

Viewing 2 posts - 1 through 2 (of 2 total)

Author

Posts
September 6, 2018 at 6:58 pm #471934
niki27
Member
- Topics: 82
- Replies: 15
Dear sir,
In the June 2018 paper, there was a question on calculation regarding Swaption.. (or something to that extent).

If they ask, how is a swaption say 1×4 swaption calculated?

And, lastly, any last minute advice for tomorrow?

Thanks.
September 7, 2018 at 5:32 pm #472139
John Moffat
Keymaster
- Topics: 57
- Replies: 54859
You wouldn’t be asked to calculate a swaption – just to be able to explain what it is.
Author

Posts

Viewing 2 posts - 1 through 2 (of 2 total)

The topic ‘Swaptions’ is closed to new replies.