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CDO square

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Squal
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Posts: 1
Joined: January 21st, 2004, 9:14 am

CDO square

February 22nd, 2005, 3:46 pm

Hi all,Does someone know how to price a CDO^2 with a base correl ?
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Val
Posts: 23
Joined: June 5th, 2002, 12:51 pm

CDO square

February 22nd, 2005, 7:07 pm

QuoteOriginally posted by: SqualHi all,Does someone know how to price a CDO^2 with a base correl ?Look hereCD0^2 pricingOtherwise MC.Hope it helps,
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