具体问题看
PZ2016021702000027
For a pay-floating counterparty, the duration of the swap will generally be
A less than the duration of the fixed-rate payment
B greater than ~
既然 比较than后面的词是fixed rate payment, 那么说明 pay-floating counterparty 就是receive fixed rate/ pay floating的一方，Duration也将大于0 那么问题是 答案为什么选A 谢谢老师解答
