Thanks, - Carpe Diem

Is there any place where I can find a pretty extensive list of swap types? Stuff like IRS, CMS, CMT, etc. Thanks,

Montecarlo, Yes, he took the derivative to find the maximum. However, I do not see why he got dU(c) transposed. Shouldn't it be just dU(c)? Carpe Diem

On page 6 of Duffie's book (third edition) has this function: g_theta(\alpha) = U (c + \alpha D^T \theta) Then it passes to : (g_theta(0))' = dU(c)^T * D^T * \theta I do not see where he got the transpose sign on dU(c). Maybe it is very obvious. Can anyone elighten me? Thanks, - Carpe Diem