[求助]为什么FRA等同与long a call interest option and short a put interest opt short, option, interest

hsz1118

为什么FRA等同与long a call interest option and short a put interest option???

而不是说等同与short a call interest option and long a put interest option?

胡老师

FRA实际上是个远期，既有义务也有权利，收益是对称的，而一个远期必须两个期权，call and put复制，即两者的报酬是一致的