FpML Issues Tracker

541: IRD swaption model use the new generic option model

January 7, 2008

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.

Notes:

  • iyermakova

    01/07/08 1:40 pm

    Reviewed at Modeling Task Force on 01-04-2008. Assigned the issue to IRD Working Group.

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