李同学2019-04-07 21:42:11

2.单选题 已收藏 标记 纠错 Determine the upcoming payments on a swap with a notional principal of $5,000,000 in which the fixed-rate payer makes semiannual fixed payments of 10% and the counterparty makes floating-rate payments at Euribor. The Euribor rate at the last settlement period was 8%.The fixed-rate payments are made on the basis of 180 days in the settlement period and 365 days in a year. The floating-rate payments use a 180/360 day convention. A The net payment is $16,010 from the fixed-rate payer to the floating-rate payer. B The net payment is $46,500 from the fixed-rate payer to the floating-rate payer. C The net payment is $18,750 from the floating-rate payer to the fixed-rate payer. 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：55% Swap 难度：一般 推荐：      答案解析 5000000*(10%*180/365-8%*180/360) = 46,500. 问：固浮互换那张图 相关的定量计算 还会考吗？基础课里没提这块