可同学2019-05-16 18:21:33

Being long the FRA means that you gain when Libor rises. The fixed receiver counterparty receives an interest payment based on a fixed rate and makes an interest payment based on a floating rate. The floating receiver counterparty receives an interest payment based on a floating rate and makes an interest payment based on a fixed rate. 老师请问第二句话怎么理解？收固定利率的对手方收到固定利息，支付浮动利息？就是这个counterparty在这里指的到底是收固定一方还是收固定的对手方。