a 3.5% interest rate calculated over a notional value of $1 million, while the second party may agree to pay LIBOR + 0.5% over the same notional value. It is important to note that the notional amount is arbitrary and is not actuallytraded. This is also called a plain vanilla swap. ...
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...
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 ...
has entered into a "plain-vanilla" interest rate swap on 5000000 notional principal. XYZ company pays a fixed rate of 8.5% on payments that occur at 180-day intervals. Platteville Investments, a swap broker, negotiates with another firm, SSP, to take the receive-fixed side of the swap. ...
Example of a Plain Vanilla Swap In a plain vanilla interest rate swap, Company A and Company B choose a maturity, principal amount, currency,fixed interest rate, floating interest rate index, and rate reset and payment dates. On the specified payment dates for the life of the swap, Company...
Two parties enter a three-year, plain-vanilla interest-rate swap agreement to exchange the LIBOR rate for a 10 percent fixed rate on $10 million. LIBOR is 11 percent now, 12 percent at the end of the first year, and 9 percent at the end of the second year. If payments are in arrea...
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 calculating interest payments....
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...