Sign of European Swaption Delta

MrKlugh · Post by **MrKlugh** » Tue Nov 13, 2012 5:04 pm

Thanks Jim

Nonius · Post by **Nonius** » Fri Nov 16, 2012 12:42 am

By the way this reminds me of this complex calculation some physics prof did in school. QM. He introduced the parity operator that just flips signs of things and he filled the board with all of these operations and in the end, some kid said, but professor, it's negative splug, not positive splug, and the professor had a shit fit because, well, it was just the SIGN that the kid was worried about.