Why do you want to price that? I'm curious. I work with structures like that, but I don't have anything I can send you. Are you looking at the options imbedded in a recent transaction?
I just want to know if a PPVF is a good deal or a crappy one based on the price. Since you work with these products could you tell me what are some of the more popular OTC derivatives today?
Well I'm not familiar with what institutional funds/hedge funds are buying b/c my desk only sells to Corporates, so the trades are much larger, but much less frequent. More like structured transactions rather than trades. You should be able to price a VPF on any options platform that lets you apply time-value to you capital at diff points in time, etc