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- UID
- 222310
- 帖子
- 357
- 主题
- 13
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-18
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Pay fixed side is usually given, but if not, multiply (.75 x maturity of swap) for an approximation.
Pay floating is half the time between payments (annual pay is .5 duration, semi-annual is .25, etc.). |
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发表于 2011-7-13 13:03
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