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Total Posts: 4
Joined: Jun 2013
Posted: 2013-06-27 14:01

How can I "price" an equity call swap??

ECS is an equity swap where the two legs are two different index return.

Thank you.

Founding Member
Nonius Unbound
Total Posts: 12607
Joined: Mar 2004
Posted: 2013-07-06 01:06
forward of first index - forward of the second.

Chiral is Tyler Durden
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