Hello,Can someone please guide me on what's the difference between a Vanilla Swaption and a mid-curve Swaption?Thanks a lot.

I'm trying to find a rate between 2 points so I should use then interpolation method. I have 2 years rate and 1 year rate but I'm trying to find 14 months rate.I'm not trying to build a curve so I can leave the bootstrapping out :)Thanks all for the help.

Hello,I just have a general question regarding Interpolation and bootstrapping. They both aim to find missing points in the curve but what is the difference between for example linear interpolation and bootstrapping for calculation missing rates in the Swap curve?Thanks.

Thanks a lot for this.

Hello,I'm just wondering why inflation swaps have an indexation lag of 2 to 3 months? thanks.

Thanks for this, much appreciated. what confused me is that some enities have a spread of 5000bps or more so the difference to standard coupon rate is huge.

<t>Hello,does anyone knows whats the difference between CDS coupon (which is either 100bps or 500bps) and quoted spread? for example if I buy a CDS with 500bps fixed coupon payments and the quoted spread for the same maturity is 400bps. do I receive the difference back?most single name CDS have coup...