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Pricing model for a Brazilian Swap

Pricing model for a Brazilian Swap

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Published by chertok
This note describes a pricing model for a Brazilian swap is an exchange-guaranteed contract between two counterparties where at maturity both sides exchange netted payments accrued according to different schedules.
This note describes a pricing model for a Brazilian swap is an exchange-guaranteed contract between two counterparties where at maturity both sides exchange netted payments accrued according to different schedules.

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Published by: chertok on Nov 09, 2012
Copyright:Attribution Non-commercial

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11/09/2012

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