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The NA price of a caplet with payoff 8. (L(T;T,T+8) k)* at time T + 8 equals the NA price of a put option with

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The NA price of a caplet with payoff 8. (L(T;T,T+8) k)* at time T + 8 equals the NA price of a put option with the payoff 11 (1 +8.k) - p(T, T +8 (1+.K at time T. + The NA price of a caplet with payoff 8. (L(T;T,T+8) k)* at time T + 8 equals the NA price of a put option with the payoff 11 (1 +8.k) - p(T, T +8 (1+.K at time T. +

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