How to verify Libor exotics pricing models?

MaddoG · June 8th, 2005, 5:20 am

Hi guys,Does anyone have idea how to check if your model price Callable Range Accrual Notes, or other LIBOR exotics well? Is there any Bloomberg or Reuters site where you can check market quotations? I doubt it? So how can you verify your model? Any idea?Konrad

Pat · June 8th, 2005, 11:09 pm

totem is a service which provides market consensus prices for many canonical exotics

MaddoG · June 9th, 2005, 5:28 am

And how I can find it ...?