structured bonds

Discussion in 'Trading' started by smt2000, May 31, 2006.

  1. smt2000


    any traders that are familiar with structured bonds, that have a reference index of swaps, for example 30 year vs 10year , etc.

    Any comments are welcomed
  2. dealer


    In a previous life I managed derivative portfolios including such instruments. Are you trying to value a secondary or pricing a new issue?