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?
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Jul 13, 2012 at 13:30 | comment | added | Tal Fishman | Hi WD, welcome to quant.SE and thanks for posting an answer. However, if this answer doesn't get as many up-votes, please realize that generally a follow-up answer is expected to add some significant information relative to existing answers. | |
Jul 12, 2012 at 21:01 | history | answered | GWD | CC BY-SA 3.0 |