摘要
从利率互换的定义出发,对3种不同情况下利率互换的获利条件进行了分析,导出了利率互换的定价公式,阐述了利率互换的应用意义。
Embarking on a definition of interest rote exchange, the profiting conditions for interest rote exchange are analyzed from three aspects, the pricing formula is proposed, and application significance of interest rote exchange is also discussed.
出处
《株洲工学院学报》
2006年第2期115-118,共4页
Journal of Zhuzhou Institute of Technology
关键词
利率互换
套利
固定利率
浮动利率
定价
interest rate exchange
arbitrage
fixed interest rate
fluctuation interest rate
fixed price
