Swap/Swaptions Trading for Dummies

frattyquant · August 12th, 2011, 7:55 am

HiI'm looking for a pdf that covers the basics of (preferably EUR) swap/swaptions including things like the convetions, quoting, and relevant bloomberg pages. I know the major banks circulate these to clients from time to time. A brief discussion of clearing/settlement would also be awesome, along with something like major drivers in the market etc.I'm not even remotely interested in a discussion of which model fits the surface best, I covered that kind of stuff in my degree. Thanks! PS - Are there any trasputer/finengineer mirrors still up?

Martinghoul · August 12th, 2011, 12:23 pm

Let me see if I can dig smth up...

frattyquant · August 12th, 2011, 1:18 pm

Thanks!

Martinghoul · August 16th, 2011, 9:17 am

Sorry, gents, I don't got anything like a primer... There's a lot of stuff that comes out in the weekly strategy pieces, but it's not quite what you might be looking for.

frattyquant · August 16th, 2011, 9:20 am

I've been reading those. Thanks,Ian

Martinghoul · August 16th, 2011, 12:09 pm

The only thing I got is a very old piece from a large US bank (the one that used to never sleep) that talks about a framework for vanilla swaps. Lemme know if you want that.

frattyquant · August 16th, 2011, 1:21 pm

Yeah I'd like that if you don't mind. Do you have the intro pdfs from Salomon by any chance? I can't seem to find them on the internet anymore.

Martinghoul · August 16th, 2011, 1:34 pm

You mean the Antti Ilmanen papers? They're in one of the old threads here... Otherwise, send me a PM.

frattyquant · August 16th, 2011, 2:33 pm

Thanks. I'll search for them.

Martinghoul · August 16th, 2011, 2:41 pm

QuoteOriginally posted by: frattyquantThanks. I'll search for them.If you want the other piece, send me your email address...

hlbeckley · August 17th, 2011, 7:31 am

I have a Lehman paper and the Salomon set.Send me your email adress

Martinghoul · October 20th, 2011, 4:44 pm

I have actually found a couple of old papers that are sort of primers... Lemme know if you want them.

YK2012 · October 21st, 2011, 3:02 am

Could I please get them? Thanks!

frattyquant · October 21st, 2011, 5:41 am

I'd still like them as well, I've dropped you a PM with my email (which I think you already have). Thanks!

acastaldo · October 22nd, 2011, 1:14 am

@YK2012: you have read what frattyquant wrote, so you know what to do. Hint: use the PM icon in upper right hand corner: