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by traderx
February 7th, 2008, 4:00 pm
Forum: Technical Forum
Topic: Range Accrual on a CDS
Replies: 2
Views: 59448

Range Accrual on a CDS

<t>Hi Folks, Im new to this forum.I have been looking for the last week, a model for calculating the value of a Range Accrual on a CDS. After speaking with Numerix, and FINCad, they both don't have a way to price this.Perhaps someone can start pointing me in the right direction, as I need a way to l...