September 2005
SPOTLIGHT
Taming the Emerging Market Curve
Kalahari walks us through some of the challenges traders are facing in the emerging currency markets and examines some tried and tested pricing models. Read more about taming the emerging market curve
Creating Synthetic Callable Debt Using Swaptions
Learn how Federal Farm Banks Funding Corporation uses FINCAD XL to create a synthetic callable bond and to calculate the callable bond pricing spreads.
FEATURED INSTRUMENT
Pricing Callable Range Accrual Swaps
» Learn how to price range accrual swaps
and callable range accrual swaps in FINCAD XL.
FEATURED TIP
Calibrating Models
» Learn about calibrating models in FINCAD XL.
DEVELOPER'S CORNER
Code Optimization and Testing in Visual C++
» Learn how good testing procedures in Visual C++ can benefit developers.
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