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Selling payer swaption creates cash flow and market risk. The only way to limit one or the other is to buy an option or enter a swap. Selling an option allows exercise by someone else at anytime creating both risks.
Edited 1 time(s). Last edit at Sunday, May 29, 2011 at 11:14AM by Paraguay. |
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发表于 2011-7-13 11:49
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