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...
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
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-外国货币互换 如何将EXCEL生成题库手机刷题 如何制作自己的在线小题库 > 手机使用 分享 反馈 收藏 举报
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...
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。
XYZ company has entered into a "plain-vanilla" interest rate swap on $1,000,000 notional principal. XYZ company pays a fixed rate of 8% on payments that occur at 90-day intervals. Six payments remain with the next one due in exactly 90 days. On the other side of the swap, XYZ ...
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 ...
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 ...
For a plain-vanilla interest-rate swap with annual reset, which of the following is closest to the duration for the floating side of the swap?A. 0.50.B. 1.00.C. 0.75. 正确答案:A 分享到: 答案解析: The duration of the floating side is 1/2 the time until the next reset date. ...
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 fixed while the counterparty pays floating, both in the same currency.反馈...