189****68902022-07-22 20:42:48

Notes的book4第150页第二个自然段，前后2段话说的内容完全相反， 到底是第90，180，270天支付金额还是第180，270，360天？ “Note that a forward on 90-day LIBOR that settles 90 days from now, based on 90-day LIBOR at that time, actually pays the present value of the difference between the fixed rate F and 90-day LIBOR 90 days from now(times the notional principal amount)." 这句话说支付浮动和固定利息的差的现值，是距离当前90天后交割的。 但是接着后面又说： "Thus, the forwards in our example actually pay on days 90,180,and 270." 为什么这里没有第360天的交割我没想明白，然后下面又来了: "However, the amounts paid are equivalent to the differences between the fixed rate payment and floating rate payment that are due when interest is actually paid on days 180,270 and 360, which are the amounts we used in the example." 这里又说回了180，270和360天进行交割，到底要怎样？！