purple is spot swap curve (upper)
black is par swap curve (lower)
what trade would you do to make profit in the 7 year to 10 year area?
k*n 发帖数: 108
2
short 7y/10y swap?
【在 H******i 的大作中提到】 : purple is spot swap curve (upper) : black is par swap curve (lower) : what trade would you do to make profit in the 7 year to 10 year area?
r*****2 发帖数: 156
3
short purple, long black and hope them merge later?
