<t>A question I hadn't though about much until recently, after being asked by a colleague.If you were to price two trades on the same curve, with the same maturiy, the only difference between the two being that k=100 for one and k=500 (where k = fixed coupon), what other considerations would you hav...

<t>Hi guys, basically I'm having trouble figuring out my overall exposure to the market from selling a calendar spread on 3m euribor. For instance, if were to sell Sep-08 and buy Dec-09, I know that a 1bp change in either of the legs individually would +/- my P+L by (EUR25)(amount of contracts sold/...

thanks snovik, but I'm pretty much set on the idea and really would just like people's advice on capturing it

<t>Hi guys, I'm from a non-financial background but working in a bank. I've been asked to present a trade idea to my manager and I would like to base it around 50-75bps of rate cuts by the ECB next year due to a weakening economy. I'm not quite sure what way to go about this. I assume options on eur...