Forums

FpML Discussion

General FpML Discussion Proposals & Extensions Bermudan Swaptions: Exercise Notice Gap

This topic contains 5 replies, has 6 voices, and was last updated by  MichaelSmith4943585 2 weeks, 2 days ago.

Viewing 6 posts - 1 through 6 (of 6 total)
  • Author
    Posts
  • #2272

    boryann
    Member

    Since there are multiple dates when a holder can exercise bermudan swaption, there can be a notice gap agreed between parties upfront to let the seller get prepared for entering a swap/paying cash, the number of days before the exercise date when a holder should notify the seller of the intention to exercise. This might be a part of an agreement between two parties on a swaption exercise, so I assume should be an optional element/structure of a confirmation process for Bermudan swaptions, similar as already exists for a Bermudan early termination provision fpml structure. There’s an existing element exerciseNotice in the swaption product structure but it specifies only the party which should notify of the exercise and businessCenters of the notice, but not the number of days (gap), so it will also be more clear what the holiday calendars should be applied to.

    #19125

    davidaustin
    Participant

    Thanks for this useful info.

    #19372

    Lucas21
    Participant

    Great information, thanks for sharing it
    Taxi dispatch software

    #20369

    worldringtones
    Participant

    a good article

    #21280

    modelnightfun
    Participant

    <p>I, Dipti Kaur a hot dream Call Girl in Thane. who can be fulfilling your all satisfaction and pleasure according to your physical demand? I stay alone in your city and if someone wants awesome bodily experience and whole-body on bed massage at the cheap rate with me so please directly contact me for booking, your complete satisfaction and pleasure is my priority in my Escorts Service in Thane. We provide here many youngest and impressive Thane Escorts. They all have beautiful charming looks and high personality Independent Girls, VIP Call Girls, Russian Girls are professionally working as Escorts Service in Thane. Our all girls are seductive and they all available here for you to make your dreams come true. You will love to get your hands on her soft curvey shape figure and body. Our Thane Escorts give you 100% satisfaction or more happiness and they do anything according to your physical requirements without any limitations. If you want to book Thane Escorts Service for any time please contact us. Thane escorts services have lots of lovemaking activities to offer you. Our call girls in Thane are experts in doing all the massages and having sex in different positions. They are seeking for some people to express their hidden talent. They are available 24/7 in a service. I’m Dipti Kaur from Russia, I am new to come to this city. I’m a professional Call Girl and model that offers outstanding and massage and sexual services. I honor incall and outcall services. Contact me today for escort services and a meeting with me shall make you hunger for me every day. Hello, I am Dipti Kaur Call Girl in Thane. I have a perfectly slim figure and a fully attractive personality If you are looking for the best Independent Call Girls in Thane then please call me. I am a well-educated and honest Call Girl and I am available for both Incall or Outcall escorts service in Thane at the best affordable rate.</p>
    <p>Visit Us:-</p>
    <p>https://www.modelinmumbai.in/thane-escorts.html</p>
    <p>http://www.modelnight.net/thane-escorts.html</p>

    #21281

    MichaelSmith4943585
    Participant

    This is my first visit to this space. I find some really flooring things about this discussion in your blog. Stay mindful of the striking work. If you have some problem with HP Printer Error Code 59.F0 click the link.

Viewing 6 posts - 1 through 6 (of 6 total)

You must be logged in to reply to this topic.