- UID
- 222308
- 帖子
- 397
- 主题
- 6
- 注册时间
- 2011-7-2
- 最后登录
- 2016-8-1
|
13#
发表于 2011-7-11 15:24
| 只看该作者
deriv108 Wrote:
-------------------------------------------------------
> I think the payoff of the box spread = Xh-Xl.
> RFR is a return.
It will be Xh - Xl - Net premium paid |
|