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Reuters quotes for CAPs
HiI'm doing some preliminary investigations of cap volatilities for my thesis.I have recieved Reuters qoutes for a history of caps and now I need some guidanceIs the column STK the strike corresponding to the ATM quote?How is the ATM strike calculated?ThanksChristian
Last edited by Kommakul on April 27th, 2006, 10:00 pm, edited 1 time in total.