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Quantitative Finance
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pqsn
  • Member for 6 years, 1 month
  • Last seen more than 2 years ago
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Top posts
question
2
Cross Currency Swap - is par basis supposed to change while OIS discounting rate is changing?
Feb 24, 2020
question
1
What is the definition of "co-terminal swaptions"? why they are important in the calibration process?
May 6, 2021
question
1
Implied AUD Interest Rate from USDAUD FX Swap and USD Interest Rate
Sep 18, 2018
question
0
Bootstrap daily OIS forward rate
Aug 11, 2018