C***x
发帖数: 468 | 1 比如两个Swap的Reference Asset都是Yield 6%, pay 5% coupon的Bullet Bond.
谢谢. |
b*****g
发帖数: 20 | 2 Total Return Swap includes prices return and coupon cash flow return
Asset Swap includs only cash flow return |
c******s
发帖数: 58 | 3 Buyer of Asset Swap obtains exposure to credit risk so it includes price
return caused by credit risk only, not interest rate risk. |
n*****r
发帖数: 159 | 4 ? I remember asset swaps just like exchanging asset.
【在 b*****g 的大作中提到】
: Total Return Swap includes prices return and coupon cash flow return
: Asset Swap includs only cash flow return
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