reading 6M x 10Y implied Vol - wilmott.com

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bagbaobao: Posts: 0; Joined: August 16th, 2007, 7:30 pm

reading 6M x 10Y implied Vol

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#1

April 7th, 2014, 7:26 pm

Hi,I am a newbie. Can anyone explain to me what is a 6M x 10Y implied Vol? THX


eurokopek: Posts: 0; Joined: August 21st, 2013, 11:00 pm

reading 6M x 10Y implied Vol

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#2

April 7th, 2014, 9:00 pm

6m x 10y is probably a 6m option on a 10y swap. I assume you know what implied vol is.