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Results tagged with extinguishers
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user 36636
1
vote
Zero-recovery swap / extinguisher swap
More commonly, extinguishers are zero-recovery, i.e. just terminate. … There are two approaches to price unilateral extinguishers. …
- 13.2k
4
votes
Expected currency depreciation given sovereign default
I have actually looked into this a lot and I don't have a full answer.
You can (sort of) see what the market participants think by looking at the consensus "quanto factors" published monthly by IHS …
- 13.2k