标题: duration of fixed side of swap [打印本页]

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作者: spartanag07    时间: 2013-4-21 14:44     标题: duration of fixed side of swap

if not given the # and no other numerical info, should you always assume it is 75% of maturity?

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作者: Kapie    时间: 2013-4-21 14:48

I’m pretty sure it will be given.

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