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BMA Knockout Swap Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 15 May 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7832150 , 10.5281/zenodo.6551222 , 10.5281/zenodo.6551223 , 10.5281/zenodo.7017498

BMA Knockout Swap Model

Abstract

The BMA Ratio Swap with BMA Knockout is a two-legged BMA ratio swap where one leg pays a contract specified fixed rate and the other leg pays Libor times a contract specified ratio (plus a contract specified constant spread).

https://osf.io/preprints/inarxiv/9765p/download

Keywords

BMA Knockout Swap Model

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
    OpenAIRE UsageCounts
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    visibility views 5
    download downloads 10
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visibility
download
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
OpenAIRE UsageCountsDownloads provided by UsageCounts
0
Average
Average
Average
5
10
Green