开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

hjk · 2023年03月20日

The quotes for a five-year interest rate swap are bid 3.20, ask 3.24. What swap would be entered by a company that can borrow for five years at 4.2% per year but wants to borrow at a floating rate? What rate of interest does the company end up borrowing at?

NO.PZ2020021204000045

问题如下:

The quotes for a five-year interest rate swap are bid 3.20, ask 3.24. What swap would be entered by a company that can borrow for five years at 4.2% per year but wants to borrow at a floating rate? What rate of interest does the company end up borrowing at?

选项:

解释:

The company should arrange to receive fixed and pay floating to convert the fixed-rate loan to a floating-rate loan. It will accept the bid quote of 3.20. Its cash flows will be

Receive 3.2%,

Pay 4.2%, and

Pay Libor.

These net to Libor plus 1 %.

 but wants to borrow at a floating rate? 这句话不是代表想要浮动利率吗,为什么公司还要pay float?老师可以详细讲解一下这道题目吗?

1 个答案

李坏_品职助教 · 2023年03月20日

嗨,努力学习的PZer你好:


 but wants to borrow at a floating rate,意思是这个公司是希望按照浮动利率借入资金。


总的来说,这个公司目前可以按照4.2%的固定利率借入资金,但是他真正希望的是把固定利率借贷转为浮动利率的借贷,所以需要进入一个pay float并且receive fixed的利率互换。


本身可以找银行借入4.2%利率的固定利率贷款,然后支付浮动利息,换回固定利息3.2%,最终的借贷利率就是libor + 1%(实现了把4.2%固定利率转为浮动利率的目标)

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 0

    关注
  • 244

    浏览
相关问题

NO.PZ2020021204000045问题如下The quotes for a five-yeinterest rate sware bi3.20, ask 3.24. Whswwoulenterea company thcborrow for five years 4.2% per yebut wants to borrow a floating rate? Whrate of interest es the company enup borrowing at?The company shoularrange to receive fixeanpfloating to convert the fixerate loto a floating-rate loan. It will accept the biquote of 3.20. Its cash flows will be• Receive 3.2%,• P4.2%, an PLibor.p.p1 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #463e46}p.p2 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #443e42}p.p3 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484245}p.p4 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #4341}p.p5 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484045}span.s1 {color: #384866}span.s2 {color: #0080aa}span.s3 {color: #354567}These net to Libor plus 1 %.老师,课里不是讲到biask的主语是aler吗?compay和aler的交易是c从入一个fix,卖给个float,那不就是aler卖给c一个fix,是ask利率吗?

2024-07-03 21:59 1 · 回答

NO.PZ2020021204000045 问题如下 The quotes for a five-yeinterest rate sware bi3.20, ask 3.24. Whswwoulenterea company thcborrow for five years 4.2% per yebut wants to borrow a floating rate? Whrate of interest es the company enup borrowing at? The company shoularrange to receive fixeanpfloating to convert the fixerate loto a floating-rate loan. It will accept the biquote of 3.20. Its cash flows will be• Receive 3.2%,• P4.2%, an PLibor.p.p1 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #463e46}p.p2 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #443e42}p.p3 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484245}p.p4 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #4341}p.p5 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484045}span.s1 {color: #384866}span.s2 {color: #0080aa}span.s3 {color: #354567}These net to Libor plus 1 %. Receive 3.2%, -ok• P4.2%, an -ok• PLibor. -ok These net to Libor plus 1 %.?? whywhy not : +3.2%-4.2%-libor = -1.0%-libor

2023-09-20 13:29 1 · 回答

NO.PZ2020021204000045问题如下The quotes for a five-yeinterest rate sware bi3.20, ask 3.24. Whswwoulenterea company thcborrow for five years 4.2% per yebut wants to borrow a floating rate? Whrate of interest es the company enup borrowing at?The company shoularrange to receive fixeanpfloating to convert the fixerate loto a floating-rate loan. It will accept the biquote of 3.20. Its cash flows will be• Receive 3.2%,• P4.2%, an PLibor.p.p1 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #463e46}p.p2 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #443e42}p.p3 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484245}p.p4 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #4341}p.p5 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484045}span.s1 {color: #384866}span.s2 {color: #0080aa}span.s3 {color: #354567}These net to Libor plus 1 %.在这里bi指什么,怎么知道选3.2还是3.24

2023-07-22 02:33 1 · 回答

NO.PZ2020021204000045问题如下The quotes for a five-yeinterest rate sware bi3.20, ask 3.24. Whswwoulenterea company thcborrow for five years 4.2% per yebut wants to borrow a floating rate? Whrate of interest es the company enup borrowing at?The company shoularrange to receive fixeanpfloating to convert the fixerate loto a floating-rate loan. It will accept the biquote of 3.20. Its cash flows will be• Receive 3.2%,• P4.2%, an PLibor.p.p1 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #463e46}p.p2 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #443e42}p.p3 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484245}p.p4 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #4341}p.p5 {margin: 0.0px 0.0px 0.0px 0.0px; font: 8.5px Helveticcolor: #484045}span.s1 {color: #384866}span.s2 {color: #0080aa}span.s3 {color: #354567}These net to Libor plus 1 %.客户应该是采用3。24

2023-02-22 01:46 1 · 回答