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- 2011-7-11
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- 2016-4-19
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| Long call short put is a synthetic long position in a given underlying. In this case it is interest rate, so long call, short put is a synthetic long in interest rate (so a bet that interest rate will rise). That is essentially same thing as long FRA (where you profit from rising interest rate) |
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发表于 2011-7-13 16:35
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