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Reverse Convertible Autocallable Swap or Bond Valuation
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- reverse convertible swap, reverse convertible bond
- Permanent URL:
- http://dx.doi.org/10.17613/6hmg-2549
- Abstract:
- A reverse convertible autocallable swap allows two parties exchange floating coupons with fixed coupons on certain future dates. On some coupon dates, the swap may be cancelled. Should the swap be cancelled on coupon date t, the coupons due on coupon date t will be paid and all further cash flows are terminated.
- Notes:
- https://gitlab.com/cmrm11/eqreverse/-/raw/master/EqReverse-18.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
eqreverse-18.pdf