什么是plain vanilla interest rate swaps?A.固定利率-浮动利率互换B.固定利率-固定利率互换C.浮动利率-浮动利率互换D.本国货币-外国
14 最普通也是最简单的互换是简单 利率互换(interest rate swaps)也被称为香草利率互换 (plain vanilla interest rate swap)。www.docin.com|基于1 个网页 3. 普通利率互换 ...ps) 互换(swaps) 二、互换的定价 1. 普通利率互换(Plain vanilla interest rate swap):指按照一定名义 金额,一方以固定 …wenku.ba...
C is incorrect because an overnight indexed swap is a swap that is tied to a federal funds type of rate, reflecting the rate at which banks borrow overnight, and is not the same as a plain vanilla swap.【释义】浮动利率与固定利率的互换是所有互换品种中最常见的类别,故又称为“普通香草型...
Plain vanilla的Interest rate swap,就可以理解成:标准的固定换浮动利率的Interest rate swap。 如果说Plain vanilla期权,就是最普通的期权,约定了行权日与行权价的普通期权。 之后看到Plain vanilla就理解成标准的金融产品,没有什么额外附加的属性。 与Plain vanilla相对应的,就是一些附有特别属性的产品,如内含有Call...
簡單型利率交換(PlainVanillaInterestRateSwap)範例 Microsoft同意3年期，以1億美元的名目本金(notionalprincipal)下，每6個月，收取6月期LIBOR利率，並支付固定年息5%的利息的協定下張投影片為其現金流量 FundamentalsofFuturesandOptionsMarkets,5thEdition,Copyright©JohnC.Hull2004 7.3 流向Microsoft的現金 ...
In a plain vanilla interest rate swap: A. payments equal to the notional principal amount are exchanged at the initiation of the swap. B. each party pays a fixed rate of interest on a notional amount. C. one party pays a floating rate and the other pays a fixed rate, both based on ...
B. fixed interest rate and the counterparty pays a fixed rate, both in the same currency. C. fixed interest rate and the counterparty pays a floating rate, both in the same currency. 相关知识点: 试题来源: 解析 C A plain vanilla interest rate swap is a contract where one party pays fixe...
Bonly the net interest payments are made. Cthe notional principal is returned at the end of the swap. 相关知识点: 试题来源: 解析 B In a plain vanilla interest rate swap, interest payments are netted. Note that notional principal is not exchanged and is only used as a basis for ...
C is incorrect because a plain vanilla interest rate swap is one of many derivatives in which a rate, not an instrument (or index) that pays a rate, is the underlying.【释义】“普通香草型互换”的标的资产是(伦敦银行同业拆借利率)LIBOR。
A plain vanilla interest-rate swap to the fixed-rate payer is equivalent to issuing a fixed-rate bond and:A. selling a series of interest rate puts.B. buying a floating-rate bond.C. selling a series of interest rate calls. 正确答案:B 分享到: 答案解析: 登录之后可查看解析 统计:共计...