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"Model[BMA Swap]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type BMA Swap.
Note the present value of a BMA Swap is independent of the stochastic evolution of the interest rates.
It only depends on forward BMA rates and discount factors observed today.
In general, the riskless
Yield Curve found in the supplied market data is used for both calculating the required forward BMA and ibor rates as well as discounting the resulting cash flows.
Nevertheless the user has the option to specify here two separate
Issuer objects that identify the yield curves to be used exclusively for calculating the forward BMA and ibor rates associated with the BMA and ibor leg respectively.

The following quantities may be also calculated and reported along the price.
The output refers to the price of the referenced tradable contract.