My swaption model referenced on Bloomberg

davidsmith208
Jul 1, 2017
1 min read

There was a time when my Black Commodity model version of swaption pricing was used on Bloomberg but "applied liberally" as they said.

It basically worked but you should not try to fly a spaceship to the moon with it.

The Financial Analyst Journal 1991

Three articles combined for a new book available on Amazon: A Simplified Method for pricing Interest Rate Swaps and Swaptions by David Smith

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