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- UID
- 222274
- 帖子
- 339
- 主题
- 76
- 注册时间
- 2011-7-2
- 最后登录
- 2013-9-15
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duration of the fixed side of a swap
is there a simple way we're supposed to be able to calculate this, the way that the duration of the floating side is simply one half the payment frequency?
what information do we need to be given to figure out the duration of the fixed side of a swap? |
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发表于 2011-7-11 19:47
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