Pre-Paid Variable Forward

Discussion in 'Options' started by qazmax, Jun 19, 2006.

  1. qazmax

    qazmax

    Does anyone have an excel sheet which prices Pre-Paid Variable Forward contracts that they can post?

    :)
     
  2. 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?
     
  3. qazmax

    qazmax

    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?

    :)
     
  4. 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