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YolandaQ · 2023年07月22日

bid ask的理解搞不懂

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?

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 %.

在这里bid是指什么,怎么知道选3.2还是3.24

1 个答案
已采纳答案

品职答疑小助手雍 · 2023年07月22日

同学你好,永远记住和broker做生意,选自己亏的报价就可以了,本题公司想把自己目前付出的固定利率债换成浮动利率,那就要在swap里收固定付浮动,那就只能收少的钱,也就是3.2%,而不是3.24%。

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