问题如下图:
选项:
A.
B.
C.
解释:
请问这里的利率为什么不是年化的?因为是季度,需要除以四吗?
NO.PZ2018113001000043 问题如下 A aler enters into equity swap, notionprinciple is $500,000. He will receive the return on stoXYZ anpreturn on S&P 500 Inx. At the enof quarter, stoXYZ is up 5% aninx is up 1%, the payoff to the aler is: $50,000 $20,000 $60,000 B is correct. 考点equity sw 解析 payoff= (+5%-1%) * 500,000=$20,000收到股票XYZ的return为5%,付出的是S P 500 Inx的return为1%。收到的减掉付出去的然后乘以名义本金就是其payoff。 现货中aler不是还有inx5%的收益 为什么不合并计算呢
NO.PZ2018113001000043 问题如下 A aler enters into equity swap, notionprinciple is $500,000. He will receive the return on stoXYZ anpreturn on S&P 500 Inx. At the enof quarter, stoXYZ is up 5% aninx is up 1%, the payoff to the aler is: $50,000 $20,000 $60,000 B is correct. 考点equity sw 解析 payoff= (+5%-1%) * 500,000=$20,000收到股票XYZ的return为5%,付出的是S P 500 Inx的return为1%。收到的减掉付出去的然后乘以名义本金就是其payoff。 是不是只有跨币种的才需要gross settlement,剩下的交易都默认net settlement呢?
NO.PZ2018113001000043问题如下 A aler enters into equity swap, notionprinciple is $500,000. He will receive the return on stoXYZ anpreturn on S&P 500 Inx. At the enof quarter, stoXYZ is up 5% aninx is up 1%, the payoff to the aler is: $50,000 $20,000 $60,000 B is correct. 考点equity sw 解析 payoff= (+5%-1%) * 500,000=$20,000收到股票XYZ的return为5%,付出的是S P 500 Inx的return为1%。收到的减掉付出去的然后乘以名义本金就是其payoff。 这里不需要考虑s p500和XYZ的现在的return吗 一个收一个付 原有的不考虑吗 为什么只算变动的啊
问一道题:NO.PZ2018113001000043