在parraell downward shift 用call option好还是MBS?
-Purchasing a near-the-money call option on Treasury bond futures would add convexity and better position the portfolio for the forecasted downward parallel shift in the yield curve.
-Buying an MBS would decrease convexity, which would not be ideal given expectation of a downward parallel shift in the yield curve.
为什么不是sell convensity，这里只涉及到一阶导
