标题: Leveraged Floater - hedge, arbitrage strategy [打印本页]

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作者: John10    时间: 2011-7-11 19:21     标题: Leveraged Floater - hedge, arbitrage strategy

trying to re-wrap my head around Leveraged Floater - hedge, arbitrage strategy from readin 43

When a semi-annual leveraged floater is sold, say at 2.5 times Libor, does it sell for a premium, above the par?



Edited 1 time(s). Last edit at Saturday, May 14, 2011 at 03:31PM by jbaphna.

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作者: cityboy    时间: 2011-7-11 19:21

Haven't reviewed it...make sense, pay more to receive a 2.5xLIBOR payment.

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