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Church
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Joined: September 4th, 2007, 10:27 am

(callable) accrual swaps and range notes

October 22nd, 2008, 7:50 pm

Are these instruments traded reqularly? Enough to be fairly liquid?
 
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Ghostface
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Joined: March 7th, 2007, 10:20 am

(callable) accrual swaps and range notes

February 18th, 2009, 10:39 am

Yes they are pretty much commoditized products now...or at least were until the LEH blow-up.
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

(callable) accrual swaps and range notes

February 18th, 2009, 10:43 am

They're gone for a good while now, in my view...