逆向浮动利率证券的存续期通常比其期限要长。
The duration of an inverse floater is longer than its maturity .
因此，逆向浮动利率证券的存续期就大于其基础的固定利率债券的存续期。
Hence , the duration of the inverse floater exceeds the duration of the underlying fixed-rate bond .
逆向浮动利率证券逆向浮动利率证券逆向浮动利率证券