Published May 15, 2022
| Version v1
Presentation
Open
BMA Knockout Swap Model
Authors/Creators
Description
The BMA Ratio Swap with BMA Knockout is a two-legged BMA ratio swap where one leg pays a contract specified fixed rate and the other leg pays Libor times a contract specified ratio (plus a contract specified constant spread).
Notes
https://osf.io/preprints/inarxiv/9765p/download
Files
MbaKnockoutSwap.pdf
Files
(63.4 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:61484e71cab0b14155eb14210a3382ca
|
63.4 kB | Preview Download |