Specifically referring to SChweser examples:
How come the LIBOR used to calculate interest and call option payoff are the same?
Isnt rates based on LIBOR suppose to be from previous settlement date while payoff on the option the current LIBOR?
Please help me. Please.作者: Micholien 时间: 2013-4-22 06:18
are caps and floors reference rates from previous settle LIBOR or current LIBOR?
