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- October 13th, 2006, 9:42 pm
- Forum: Student Forum
- Topic: Pricing Cross Currency Swap
- Replies: 5
- Views: 91751
Pricing Cross Currency Swap
Go to SWPM in Bloomberg
- September 29th, 2006, 2:10 pm
- Forum: Student Forum
- Topic: interest Rate models
- Replies: 8
- Views: 92396
interest Rate models
Hi When you are pricing options on a bullet bond what is the standard model in the markets?, Ive seen Black 76, Hull Lee, BDT and HJM but a dont know witch one is use by the markets.Tks for the help