141- Swaptions Trade Capture & the Exercise Process
taught by Calypso Learning Services
This module covers trade entry through the Pricing Sheet. The flexible setup of the Pricing Sheet means that you can see different layouts. The examples shown here are from the CSRM.
The topics covered in this course are:
1. Swaption Setup
a) European
b) Bermudan
c) American
2. Premiums
3. Option Exercise
Calypso Learning Services
Swaption Trade Capture and the Exercise Process