FAO Tykemerc

[PV01]

Not possible, SY01 flounced the other day, oddly the same time this blatant one appeared.

Price your swap. Take your rate curve, bump all the pillars at the same time. Reprice your trade off this shifted curve. Take the difference between the two prices. That is PV01- a measure of the sensitivity of your trade to a change in interest rates.

Do you think SY01 could of told you that? Given he said he knows nothing about OTC derivs?

Now if you don't mind gents... Move along please. I ain't no sockie, never have been.

[TykeMerc]

Lies.

But that's also standard SY01 behaviour, irrespective of the ID you use, the posts are all the same bollocks.

[PV01]

Lies.

But that's also standard SY01 behaviour, irrespective of the ID you use, the posts are all the same bollocks.

You're an angry guy! And maybe a bit paranoid too

[mudskipper]

Price your swap. Take your rate curve, bump all the pillars at the same time. Reprice your trade off this shifted curve. Take the difference between the two prices. That is PV01- a measure of the sensitivity of your trade to a change in interest rates.

Do you think SY01 could of told you that? Given he said he knows nothing about OTC derivs?

Now if you don't mind gents... Move along please. I ain't no sockie, never have been.

could have

[stek]

Listen, stop bullying or I will delete my account.

I am a valid user, now leave me alone.

Poufnik

[mudskipper]

Tis an account intended to be mistaken for SY01, hence the 3 letter transposition.

3 letter transpositions are the kind of thing another oft-banned poster would do.

Hi XI

[tractor]

.....

Listen, stop bullying or I will wet myself, delete my account and create another.

I am a valid user, now leave me alone.

FTFY

[TykeMerc]

You're an angry guy! And maybe a bit paranoid too

We've never seen that line posted before have we? Well not more than about a dozen times, blatant sockie really IS blatant.

[original PM]

Price your swap. Take your rate curve, bump all the pillars at the same time. Reprice your trade off this shifted curve. Take the difference between the two prices. That is PV01- a measure of the sensitivity of your trade to a change in interest rates.

Do you think SY01 could HAVE told you that? Given he said he knows nothing about OTC derivs?

Now if you don't mind gents... Move along please. I ain't no sockie, never have been.

There is no such verb as 'to of'

Cock rocket

[FatLazyContractor]

There is no such verb as 'to of'

Cock rocket