|
- UID
- 222260
- 帖子
- 279
- 主题
- 75
- 注册时间
- 2011-7-2
- 最后登录
- 2014-6-29
|
Schweser 3pm -question 17.2
| Why would it decrease the liability duration if I am receiving fixed and and pay floating. Fixed duration is longer, wouldn't i be adding/extending the duration by going into the swap? Help? |
|
发表于 2011-7-13 14:56
|