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by Duaivadlo
January 7th, 2005, 4:19 pm
Forum: Technical Forum
Topic: Defaultable inflation swap
Replies: 2
Views: 164528

Defaultable inflation swap

Would anybody know of some litterature regarding defaultable inflation swaps? (i.e. an inflation swap where cashflows stop as soon as some predefined bond defaults).Many thanks in advanceDuaivadlo