LIBOR Transition: Hitchhiker's Guide to the Non-linear RFR Galaxy

LIBOR Transition: Hitchhiker's Guide to the Non-linear RFR Galaxy

Exploring the unchartered territories of non-linear RFR trading

Murex's Didier Loiseau and Kamal Hirbli explore the unchartered territories of non-linear risk-free rates (RFR) trading in this webinar.

Discussion topics include: 
• The market situation
• Cartography of non-linear products

  1. Vanilla options

  2. Vanilla bermudas 

  3. CMS

  4. Non-rates payoffs

  5. Exotic callable swaps

• Next steps
• Q&A

If you are interested in attending this on-demand webinar, please complete the below form. 

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