返回列表 发帖
i am really having trouble understanding why a 2 year cap equals =
one 1-year interest rate call, plus
one 2-year interest rate call.

where are the payoffs and why is it a 1 year interest call and again a 2 year interest call?
because payoff for the cap is actually at year 3?? ahhhh! thank you

TOP

返回列表