Forums  > Trading  > Bermudan market convention  
     
Page 1 of 1
Display using:  

Aducas


Total Posts: 1
Joined: Sep 2018
 
Posted: 2018-09-18 20:03
Hi,

It is the first time I post here but I frequently follow different topics with great contributors.
I started to work on a desk trading swaption, bermudan and multi-callable swaps.
I know that there are experienced people here who are used to the broker quote convention for bermudan, mcs, therefore I have a question if somebody wants kindly to take of his time to answer it.
What is meant by the 2 broker quotes here below:
- 30nc8+1 50/60
- 10y20y(+10y) 3% Bermudan Rec vs same strike european receiver 72/81 spot premium, all physical lch

Thanks for your help for a newbie.
Previous Thread :: Next Thread 
Page 1 of 1