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dreampak

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tT
发表于 2011-7-13 16:46 | 只看该作者

Problem: Receiver swaption and Intercorporate Investment

interest, difference, Investment, question, option
2 quick question guys

1. Is Net Income and Equity same under Equity,Proportionate Consolidation and Consolidation? If not where does the difference come from? I got this one confused.

2. Is receiver swaption same as a call option on interest? To me it seems like a put option.

Help me out guys.

 

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madaochenggong

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发表于 2011-7-13 16:46 | 只看该作者
I still dont get the call option thing. If it becomes more valuable as rates drop it seems like a put option to me.

For example, a caplet is a call option and when interest rates rise caplet value rises. Here its just the opposite.



Edited 1 time(s). Last edit at Wednesday, June 2, 2010 at 01:48AM by kh.asif.

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SeanWest

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发表于 2011-7-13 16:46 | 只看该作者
I guess we can call it a call option on a bond but not interest rates. Correct me if I am wrong.

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iteracom

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发表于 2011-7-13 16:46 | 只看该作者
Receiver swaption is the option to receive fix rate. i.e. you will benefit if interest rates drop.... hence, it's a put option on interest rates, and a call option on the bond.

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