Main category
Economics (General Management)
Abstract
Partial payoff swap pays periodically, the payoff from a particular European style put option on the spread between respective ten and two-year CMS rates. Moreover, this payoff is algebraically equivalent to the sum of the spread above and the payoff from a related European style put option.
Further reading
https://ia904700.us.archive.org/27/items/partial-payoff-swap/PartialPayoffSwap.pdf
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