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- 2011-7-2
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- 2014-6-29
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Receiver swaption = call option on bond
Callable bond = vanilla bond - call option
Payer swaption = put option on bond
Puttable bond = vanilla bond + put option
Now a little bit of algebra will tell you what you need to do to add/remove call/put |
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发表于 2011-7-11 19:30
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