synthetically adding/removing calls from call/noncall debt - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-11 19:22 | 显示全部帖子

long/short receiver swaption? Can't explain anything...now.

I'm also wondering why not use interest rate options directly.

Edited 1 time(s). Last edit at Sunday, May 15, 2011 at 04:59PM by deriv108.

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