问题如下:
The swap curve is a better benchmark than the government spot curve for:
选项:
A.Country A.
B.Country B.
C.Country C.
解释:
C is correct.
Country C’s private sector is much bigger than the public sector, and the government bond market in Country C currently lacks liquidity. Under such circumstances, the swap curve is a more relevant benchmark for interest rates.
老师,我学的时候就不太明白为啥要找个近似的benchmark, 反正都是要加spread,那就差啥,加啥呗
我现在想想,是不是因为找个近似的,就比较容易在上面加一些小的区别,而不是两个差很多,加不同的spread增加的了不准确性?
比如张飞要剪一个刘亦菲的头发,理发师就改造的时候加的spread不好把握, 因为差太多了
要是减一个飞轮海的头发,还好把握一点spread ,毕竟都是男生。 对么?