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Melvin86


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

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

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



Thank you.

Nonius
Founding Member
Nonius Unbound
Total Posts: 11618
Joined: Mar 2004
 
Posted: 2013-07-06 01:06
forward of first index - forward of the second.

3% Neanderthal and proud of it!
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