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by krisman1428
June 9th, 2015, 11:47 am
Forum: Student Forum
Topic: Compounding And Averaging Swaps
Replies: 7
Views: 5773

Compounding And Averaging Swaps

Hi Can any one explain the features of a comounding and Averaging Swap
by krisman1428
October 11th, 2012, 8:01 am
Forum: Technical Forum
Topic: VaR By Tenor & By Counterparty
Replies: 1
Views: 10827

VaR By Tenor & By Counterparty

Hi All,Urgent helpOne of my client is asking if VaR by tenor points and VaR by counterparty , can be calculated.According me it doesnt make any seance to analyse VaR by tenor and C/P...Please share your views.