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Re: Confronting the upfront

by Ferdinando Ametrano-4 :: Rate this Message:

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On Mon, Apr 20, 2009 at 11:56 PM, kevinwang <kevin.d.wong@...> wrote:
> will this new upfront feature for CDS be in prodution soon?

I wonder how to bootstrap including an upfront if depending on the
TermStructure reference date the upfront might not enter the NPV?

;-)

ok, ok, I'm joking... sorry... I just couldn't resist... :-D

ciao -- Nando

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