LIBOR Transition: Hitchhiker's guide to the non-linear RFR galaxy

Exploring the unchartered territories of non-linear RFR trading

Listen to the webinar
Murex's Didier Loiseau and Kamal Hirbli explore the unchartered territories of non-linear RFR trading in this 45 min webinar.

Discussion topics include:
1. Market situation
2. Cartography of non-linear products
• Vanilla options
• Vanilla bermudas 
• CMS
• Non-rates payoffs
• Exotic callable swaps
3. Next steps
4. Q&A
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