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Pricing a Swap Financial Product Using a Non-Par Value
Pricing a Swap Financial Product Using a Non-Par Value
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机译:使用非票面价值对掉期金融产品定价
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摘要
Computer readable media, methods, and apparatuses may be configured for processing a plurality of yields, each of the yields corresponding to a different maturity date, determining a plurality of floating payments based on the yields, determining a plurality of fixed payments based on a fixed interest rate, determining a present value of the floating payments, determining a present value of the fixed payments, and generating a quote for a swap financial product as a function of the present value of the floating payments and the present value of the fixed payments.
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