流同学回答（1）
黄石2025-03-18 11:13:38
黄石同学你好。注意题干：An investor has entered into a forward rate agreement where 【she has contracted to pay a fixed rate of 5 percent】 on $5,000,000 based on the quarterly rate in three months，也就是说该投资者要支出固定、收到浮动。此处固定利率 = 5%，浮动利率 = 2%，所以计算净现金流流入（也就是payoff）用的是2% - 5%。
- 评论（0）
- 追问（0）
评论
0/1000
追答
0/1000
+上传图片
