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FpML-FIX [fpmlwg@xxxxxxxxxxxxxxx] Variance Swap Examples
All,
I have posted two examples of variance swap contracts forwarded to me by
David Weiss at Cantor.
http://www.fixprotocol.org/documents/4039/E10402%20KOSPI%20DEC%26%2339%3B09%20Variance%20SWAP%20BANK%20A%20vs%20BANK%20B%20-%20May%2016%2C%202008.doc
http://www.fixprotocol.org/documents/4038/E10402%20KOSPI%20DEC%26%2339%3B09%20Variance%20SWAP%20BANK%20A%20vs%20BANK%20B%20-%20May%2016%2C%202008-02.doc
Regards,
Robert
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