NO.PZ2023040401000030
问题如下：
Which of the following is most likely the underlying of an interest rate swap?
选项：
A.180-day Libor (MRR) B.10-year US Treasury bond
Bloomberg Barclay’s US Aggregate Bond Index
解释：
A is correct. In a plain vanilla interest rate swap, an interest rate, such as Libor, serves as the underlying. A plain vanilla interest rate swap is one of many derivatives in which a rate, not the instrument that pays the rate, is the underlying.
B is incorrect because a plain vanilla interest rate swap is one of many derivatives in which a rate, not an instrument that pays a rate, is the underlying.
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.
所以interest rate swap才是和利率反向浮动。这两道题答案好像矛盾了，什么情况
