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interest rate products
what is the popular interest rate structured products recently???? still range accrual...??can u guys give me some idea tks for your help
Last edited by Koala on November 3rd, 2005, 11:00 pm, edited 1 time in total.
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- johnself11
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interest rate products
i fear that it is nothing nearly as interesting.... rather, it is "larger than the market" plain vanilla 10y IRS mortage-porfolio client negative convexity trade (i.e "where can you receive on 2 billion USD 10y? This along with the hedge fund "catch you asleep at the wheel" 5billion notional 10y1y IRS vs 11y1y IRS (trying to pick off your 11y interp....).....in option land it's a request for 2mm vega of long-dated american-style swaption vol 5 min before friday employment (also the mortage idiots)....sorry...
interest rate products
so.... it will be very quite for interest rate structured products market in next year??