
- UID
- 223419
- 帖子
- 295
- 主题
- 13
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Does the following make sense.
Long a Floor on Int. Rates = Long a Call on Fixed Income
Interest rates DECREASE.
Long a Floor - I pay.
Long a Call - I call and pay out the bond.
Short a Floor on Int. Rates = Long a Put on Fixed Income
Interest rates DECREASE
Short a Floor - Get paid.
Long a Put - Put and get paid out. |
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