来自：FRM > 一级 > Financial Markets and Products 2020-07-01 01:13
124 为什么不是c
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sophie555
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736天前
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sophie555
提问
212
上次登录
736天前
Ben 2020-07-01 09:35
致精进的你:
同学你好，C选项中的call swaption的定义是：A call swaption, or call swap option, gives the holder the right, but not the obligation, to enter into a swap agreement as the floating rate payer and fixed rate receiver. A call swaptions is also known as a receiver swaption.也就是收固定付浮动的权利，而这道题的背景是在利息上涨时怎么有利，显然这个期权是不对的，B选项的付固定收浮动相对更加合理。
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
