返回列表 发帖
If you are short a floating rate bond, that means you want the interest rate to go down.

If you want to hedge the position, that means you are afraid the interest rate will go up.

So I think you would buy an interest rate cap. This way, there is a cap as to how high rates can go after which point you won't lose any more money. All you have to give up for this comfort is a premium fee.

TOP

返回列表