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- UID
- 222324
- 帖子
- 403
- 主题
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- 注册时间
- 2011-7-2
- 最后登录
- 2015-11-28
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@FICC_chk
"The payoff to the investor who is long the credit spread forward is = MAX [spread at expiration - strike spread, 0] x Notional Principal x Risk Factor "
If it is Credit spread FORWARD, why did you use MAX in the formula. It is not an option ??? |
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发表于 2011-7-13 13:31
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