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  1. Why using "Basis Point Volatility" is better than "Relative Rate Volatility"?

    Believe me it does happen in dollar/euro/sterling and not just yen! Say the market was normalised and I want to put on a normalised strategy -...
    Post by: tray_dar, Sep 23, 2009 in forum: Options

  2. Why using "Basis Point Volatility" is better than "Relative Rate Volatility"?

    Hi Martin, what if your pnl is calculated using lognormal % movement? I'm thinking more from a strategy angle, say a swaption RV trade looks...
    Post by: tray_dar, Sep 23, 2009 in forum: Options
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