Doomsday Call Provision

Discussion in 'Options' started by crazyrk, Mar 7, 2007.

  1. crazyrk


    Hey All,

    I know this may be the wrong spot to post this as this question relates to fixed income, but if you could give me any suggestions that would be great.

    I'm looking for any studies or information on Doomsday or Make-Whole Call provisions. Basically, these provisions are rarely exercised, but I'm trying to determine what, if any, compensation investors receive for this provision.

    Currently I use a professional financial information system, but these provisions are ignored in its model when calculating the spreads.

    Any links you may be able to provide would be great!:)
  2. You might get a better response from the quants at