重新设定浮动利率证券的利息率的日期。
Any date on which the floating rate payable on a floater is reset.
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.
浮动利率证券的存续期很短，只等于到下一个息票率调整日的间隔。
The duration of a floater is quite short, equal to the time until the next coupon reset date.
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.
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.
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