|
- UID
- 223449
- 帖子
- 323
- 主题
- 8
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
| Yes. Being long an FRA is similar to being short a Fixed Rate coupon Bond. If I remember correctly (and someone hop in and correct me if I am wrong), but being long a Eurodollar contract is similar to being long a zero coupon discount bond. So, slightly different structures. You describe the effects of interest rates on each correctly. |
|
发表于 2011-7-13 13:05
|