FpML Issues Tracker
Normal
assigned
Major
Always
Modeling Task Force
Admin
h_mcallister
Summary
Modeling change recommendation: Generalize the IRD swaption model to use the new generic option model.
Normal
assigned
Major
Always
Modeling Task Force
Admin
h_mcallister
Modeling change recommendation: Generalize the IRD swaption model to use the new generic option model.
Notes:
iyermakova
01/07/08 1:40 pm
Reviewed at Modeling Task Force on 01-04-2008. Assigned the issue to IRD Working Group.