Timeline for Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 9, 2012 at 14:42 | history | answered | joelhoro | CC BY-SA 3.0 |