李同学2019-04-08 18:27:53

01.单选题 已收藏 标记 纠错 HobbyHorse Syndicate has entered into a “plain-vanilla” interest rate swap on $100,000,000 notional principal. HobbyHorse receives a fixed rate of 8 percent on payments that occur every six months. Winnie Investments, a swap broker, negotiates with another firm, WhoaThere, to take the pay-fixed side of the swap. The floating rate payment is based on LIBOR (currently at 7 percent). Because of the volatile interest rate environment, HobbyHorse has created a reserve to cover any cash outlay required at settlement dates. At the time of the next payment (due in exactly six months), the reserve balance is $150,000. To fulfill its obligations under the swap, HobbyHorse will need approximately how much additional cash? A $350,000 B $0 C $375,000 查看解析 下一题 正确答案B 您的答案A本题平均正确率：51% Forward pricing and valuation难度：一般 推荐：      答案解析 问：利率互换这块会考计算吗？基础课老师没有讲 把这里跳过去了。