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How to calculate a the PFE for a Swaption?

How do you calculate the Potential Future Exposure (PFE) for a swaption? Do you incorporate the dynamics of implied volatility when you are running your simulations? Is there a standard way to ...

asked Nov 22 '12 at 13:33

juinisoi78
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How to calculate a the PFE for a Swaption?

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