5b027eb0db
Overhaul extraction pipeline with new TradeItem model, conversation flow, and dedicated extraction endpoint. Add sidebar navigation with NavMenu component and landing page. Introduce few-shot prompting service and tests. Add prompt settings and email upload specs. Update OpenSpec tooling with improved export-spec and extract-feature commands. Archive completed changes and export full specs. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
26 lines
1.1 KiB
HTML
26 lines
1.1 KiB
HTML
<html>
|
||
<body>
|
||
<p>Subject: RE: AG – Inflation swaps – CVA Request</p>
|
||
<p>Ovi,</p>
|
||
<p>Hope you are well.</p>
|
||
<p>Could you kindly share indicative CVA for the below two inflation swaps, assuming the counterparty is Assured Guaranty UK Limited (formerly Assured Guaranty (Europe) Ltd), which is rated AA- by S&P and A1 by Moody's please?</p>
|
||
<p>OB 27/11/2025</p>
|
||
<p><b>Swap 1 – please price standalone</b></p>
|
||
<table border="1">
|
||
<tr><th></th><th>CSA</th><th>Murex</th><th>PV (£)</th></tr>
|
||
<tr><td>Coupon Leg</td><td>BTMU_JPY</td><td>79353083</td><td>4,562,456</td></tr>
|
||
<tr><td>APD leg</td><td>BTMU_JPY</td><td>79353084</td><td>76,985,170</td></tr>
|
||
</table>
|
||
<p>Total PV: 81,547,626</p>
|
||
<p><b>Swap 2 – please price standalone</b></p>
|
||
<table border="1">
|
||
<tr><th></th><th>CSA</th><th>Murex</th><th>PV (£)</th></tr>
|
||
<tr><td>Coupon Leg</td><td>BTMU_JPY</td><td>79353093</td><td>1,663,261</td></tr>
|
||
<tr><td>APD leg</td><td>BTMU_JPY</td><td>79353094</td><td>41,333,773</td></tr>
|
||
</table>
|
||
<p>Total PV: 42,997,034</p>
|
||
<p>Many thanks.</p>
|
||
<p>Kind regards,</p>
|
||
</body>
|
||
</html>
|