問一問MORNING SWAP的一題,
PAY FIXED 3.5%, VALUE OF FIXED = 3.5/(1+360日INT%) + 103.5/(1+720日INT%)^2
RECEIVE FLOATING, VALUE OF FLOATING = 100, 因為剛收完COUPON
答案是VALUE OF FLOATING - VALUE OF FIXED
第2題答案是 BUY PRAYER SWAPTION
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