1. Manual 178页中提到“The principal must be allocated in the amount x, in millions, for the floater and 100-x for the inverse floater…”算出x 后,又说“Thus, two-thirds of the notional must be allocated to the floater, and one-third to the inverse floater.”不矛盾么?
2. Example 7.13 为何不是puttable bond? “capped”是限定上限的意思吗?如果是,图中哪里显示了这个上限?puttable bond 又应该是怎样的?
提前感谢给俺指点的大虾哈!