Marc Henrard – 02/08/22

Introduction

What Is the Difference Between a Cash Settlement and a LIBOR Swap?

How to Price Cash Settlements Options With Collateralized Discounting?

Do You Have a CMS Framework?

The Convexity Adjustment

Do You Think You Should Use Complex Methodology on Complex Products?

LIBOR Transition - Is There Anything Hidden Too Much?

Term Software

Term Software