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Pricing and trading of limited price indexation (LPI) swaps [VBA code spreadsheet]

Author:
Mark Greenwood; Simona Svoboda
Source:
Risk and Investment Conference, 13-15 June 2010
Publication date:
13 June 2010
File:
Microsoft Excel file icon 182.5 KB
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Document description

VBA code spreadsheet to accompany presentation at 2010 Risk and Investment Conference.