概念辨析利率的最高限价(interest-rate cap) 答案 答:利率的最高限价是指筹资者通过购买一份期货合约,把其筹资利率锁定在一定范围的最高限度,这是一种有选择的利率互换形式。筹资者得到一笔浮动利率债务的同时,支付一定的期权费购买一份利率期权合约,合约协定价格加相应的期权费支出为利率的最高限价。当利率在协定...
Related to Interest-Rate Caps:Interest rate floor ceiling interior upper surface of a room:The entryway had a high ceiling.; a maximum limit; vertical boundary, cloud cover Not to be confused with: sealing– using an adhesive agent to close or secure something:She used sealing wax on the ...
Cap Strike Rate $1,379,000 551.7 bps Indicative Price for a 3 Year 2% Constant Strike SOFR Cap View prices as $ bps Strike 1 Year 2 Year 3 Year 4 Year 5 Year 1.00% 790,000 1,440,000 2,048,000 2,628,000 3,196,000 1.50% 667,000 1,203,000 1,708,000 2,192,000 2,668...
bank discount,discount,discount rate- interest on an annual basis deducted in advance on a loan discount rate- the rate of interest set by the Federal Reserve that member banks are charged when they borrow money through the Federal Reserve System ...
Share on Facebook ceiling (redirected fromInterest-Rate Cap) Dictionary Thesaurus Medical Financial Related to Interest-Rate Cap:Interest rate floor ceiling 1.the inner upper surface of a room 2. a.an upper limit, such as one set by regulation on prices or wages ...
interest rate cap and floor 全部释义和例句>> 利率上下限 interest 英[ˈɪntrəst] 美[ˈɪntrɪst, -tərɪst, -ˌtrɛst]n. 利息; 兴趣，爱好; 利害关系，利益; 趣味，感兴趣的事;vt. 使产生兴趣; 使参与，使加入;...
interest rate cap是利率上限,是筹资者通过购买一份期权合约把筹资利率锁定在一定范围的zui高限度。 利率上限是指客户同银行达成一项协议,指定某一种市场参考利率,同时确定一个利率上限水平。在此基础之上,利率上限的卖出方向买入方承诺:在规定的期限内,如果市场参考利率高于协定的利率上限水平,卖方向买方支付市场利率高于...
结构化产品中嵌入的利率封顶期权(InterestRateCap),其买方相当于( ) A. 卖出对应债券价格的看涨期权 B. 买入对应债券价格的看涨期权 C. 卖出对应债券价格的看跌期权 D. 买入对应债券价格的看跌期权 相关知识点: 试题来源: 解析 D.买入对应债券价格的看跌期权 ...
利率封顶期权(Interest Rate Cap)的买方相当于()。 A. 卖出对应债券价格的看涨期权 B. 买入对应债券价格的看涨期权 C. 卖出对应债券价格的看跌期权 D. 买入对应债券价格的看跌期权 该题目是单项选择题,请记得只要选择1个答案!正确答案 点击免费查看答案 试题上传试题纠错TAGS...
备考FRM考试需要对金融知识熟知和熟记,另外还需要有好的备考方法!关于金融知识方面,就有考生需要熟记的interest rate cap! interest rate cap是利率上限,是筹资者通过购买一份期权合约把筹资利率锁定在一定范围的zui高限度。 利率上限是指客户同银行达成一项协议,指定某一种市场参考利率,同时确定一个利率上限水平。在此...