Shihairong2019-05-21 09:38:01
Coupon rate set at Libor annual paid, set in arrears. Set in arrears如何理解?指以后按Libor年付coupon么?
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Sherry Xie2019-05-21 15:37:46
同学你好,
CR= Libor+Quoted margin, 所以先有Libor才有coupon rate. Set in arrears指得就是CR是在libor设定好了才设定。
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