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FpML-VALU How to represent Duration and spread DV01
- To: FpML-VALU <prwg@xxxxxxxx>
- Subject: FpML-VALU How to represent Duration and spread DV01
- From: Robert Stowsky <rstowsky@xxxxxxxxxxxxx>
- Date: Thu, 10 Aug 2006 13:29:39 -0400
- Organization: Brook Path Partners, Inc.
- Reply-to: prwg@xxxxxxxx
- Sender: prwg@xxxxxxxx
- User-agent: Thunderbird 1.5.0.5 (Windows/20060719)
I am looking for either examples or guidance on representing Duration
for an IRS and Spread DV01 for a CDS.
Thanks,
Robert
--
Robert Stowsky
President & CEO
Brook Path Partners, Inc.
60 State Street
Suite 700
Boston, MA 02109
Tel: 617-988-2729 Ext. 00215
Fax: 781-431-7964
Web: http://www.brookpath.com
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