问题如下图：
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解释：
老师你好，请问一下，inverse floater是哪种债券
品职答疑小助手雍 · 2019年09月30日
同学你好，逆向利率浮动证券(Inverse Floater)是一种息票利率coupon rate与市场利率成反方向变化的浮动利率证券。所以，当市场利率上升时，coupon rate会下降，即每期的现金流下降，inverse floater的价格会下降。
举例的话就比如：约定这个债券的每月的coupon等于9%减libor。
saimeiei · 2019年10月01日
正常利率下降，债券价格也是下降的，只不过此种债券下降的更多，对吗
品职答疑小助手雍 · 2019年10月02日
emmm不是的，比如，一个以libor计息的浮动债以libor折现，那么它的pv为par没错吧~？那么另外如果一个债券付息是2倍的libor，但是只以libor折现它的pv是会随libor增大而变大的。但是另外有一种债券（reverse floater，也就是我最后一行举的例子），它每期的利息是一个固定值减libor，比如9%-libor，但是却以libor折现，那么随着libor增大，它的pv是变小的（libor等于9%的时候它每期不付息，却要折现），反之它会随着libor下降价格上升，不过会比一般固定利率债券上升的多（多了coupon的增加部分）
NO.PZ2016082402000044问题如下 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuance of a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof an equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valid because a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bond back). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 为什么A错了，不太明白
NO.PZ2016082402000044 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. callable bon和 coverecall 一样吗，有什么区别吗。还有为什么callable bon于short bon+long call呢，我画了图，他们两个相加应该是long put那个图形吧
NO.PZ2016082402000044 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. B 的issuranof a callable不是 long callable的意思吗。
Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 逆浮动的久期为什么更长？？？？？
With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 能下 啥是逆浮动债券吗