对于互换期权，在常数利率和随机利率假设下分别建立了定价模型；

We price exchange options under the constant interest rate and stochastic interest rate.

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然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。

Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.

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然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。

Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.

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