Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Valuing Total Return Swaps
In my quest for simulated data, I am trying to generate prices for Total Return Swaps by calculating the NPVs of the fixed and floating leg. My problem: Given the fixed leg, how do I set the spread on ...
May 5 '11 at 15:26
newest r return questions feed
Hot Network Questions
Why does electron move in an elliptical path?
Why didn't the Rebels jump to hyperspace to escape at the Battle of Endor?
Is there a word analogous to 'shooting yourself in the foot'?
Regularity in the "Rusty Towel of Mutual understanding"
Is the development of an original/novel method a contribution to knowledge worthy of a PhD?
If I don't declare a not-yet-used engagement ring at airport security, am I smuggling jewelry?
Can my parents take out a loan for me out of my account if I'm under the age of 18?
Can I craft a 25 AC piece of armor?
Is there a downside to slaughtering everyone I meet?
Two soft questions about spin and the particle nature of electrons
How to prevent "drive by" voting in my forum's contest?
Is a man-eating plant realistic?
Why was the Death Star's shield generator on Endor?
What is a good reason to change calculus texts?
How can I avoid having many singletons in my game architecture?
Is it Possible to Advertise on the moon?
Why is 3333360 the maximum score of pacman?
How does the MAX232 double the voltage?
Why Wake On LAN packet contains 16 duplications of target MAC address?
Is there a neat way to generate the odd set constraints matrix?
Which is more recommended, test classes or inline test functions?
Maximum box gap
What is the benefit of a function without parameters which only calls another function
How to draw vertical spiral using TiKZ?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0