Monday, July 03, 2006

Generic products

A generic product is a product that keeps moving forward in time as time itself moves forward.

For example, a 5 year swap used in building a yield curve.

This is very similar to an open repo or to a constant maturity swap, or even a call and notice account.

1 Comments:

Blogger Unknown said...

Hi,

Can you pls explain what a Call & Notice account in theoretical as well as in practical terms.

7:44 PM  

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