Recent content by Uclmak

Thanks Martinghoul, For suggestion, Q1. still i am confuse, Q2 & Q3 i will be working as per suggestion

Can anybody help in finding solution for the following equation:- Q1. Consider a one year put swaption, which has an underlying swap as a four-year swap. A put swaption gives its buyer the right to enter into a swap as a floating rate payer and if he exercises the option, receives fixed rate...

Can some one help me in finding the solution. Q1. Consider a one year put swaption, which has an underlying swap as a four-year swap. A put swaption gives its buyer the right to enter into a swap as a floating rate payer and if he exercises the option, receives fixed rate from the swap. The...