- UID
- 222307
- 帖子
- 669
- 主题
- 24
- 注册时间
- 2011-7-2
- 最后登录
- 2016-1-10
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| yes thats what i thought. tricky question can definitely be to value a swaption for a writer and give a negative number and zero in the answers, particularly because for swaps (not swaptions) the value to the short can be negative |
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发表于 2011-7-11 19:39
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