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by frankie03
October 15th, 2021, 11:54 pm
Forum: Trading Forum
Topic: Pricing and trading kpi linked bonds
Replies: 0
Views: 1010

Pricing and trading kpi linked bonds

Hi, i was hoping to get some views on pricing and risk management of kpi linked bonds. If only a small part of a portfolio, the step up/down could be ignored, but on a larger scale, this pricing difference could be large, especially if the step up/down is more than current standard 25bps. Any views ...