
- UID
- 223357
- 帖子
- 230
- 主题
- 57
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
|
Floating rate cap binomial method
Did any one solve a floating rate cap binomial method. Can you please give an example and solve it . Even if it is two nodes that is fine.
Is it just replace the cap rate with higher interest rate? |
|