Easy Way to Think about Caps, Floors, Swaptions - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 15:06 | 显示全部帖子

To elaborate on cpk

Interest rate call option = Put option on fixed income instrument (both benefit from rise in interest rates)

Interest rate put option = Call option on fixed income instrument (both benefit from fall in interest rates)

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