The document provides indicative pricing for CMS caps on 30-year EUR CMS rates with various strikes and expiries. It includes a terminal payout diagram and a chart showing the strike and breakeven level on the 30-year EUR Swap 1-year chart.
documents/vol00010-efta01457309-pdf.pdf
{"document_type":"tabular","document_subtype":"financial data","reference_numbers":["DB-SDNY-0116803","SDNY_GM_00262987","EFTA01457309"]}