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- 2011-7-2
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- 2014-6-29
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Receiver swaption - call option on bond
Can someone please explain how a receiver swaption is
- equivalent to call option on bond
- how it can be used to convert non callable bond to callable bond.
I wrote that down in my notes but forgot the logic. |
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发表于 2011-7-13 15:24
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