李同学2019-04-07 19:09:23

10.单选题 收藏 标记 纠错 A swap that involves the exchange of a fixed payment for a floating payment is most likely equivalent to a series of: A forward contracts that all have an initial positive value. B forward contracts that all have an initial value equal to the fixed payment. C forward contracts that have initial positive or negative value. 查看解析 上一题 下一题 正确答案C 您的答案A本题平均正确率：36% Swap 难度：一般 推荐：      答案解析 Since the cost of carrying an asset over different time periods will vary, the values of the implicit forward contracts embedded in the swap will not be equal. Some maybe positive and some maybe negative. 问：固定 浮动利率互换虽然不考定量，但是感觉这样比定量题还难，对于这种题没有切入点，请问怎么办