问题如下：
Consider the following information about an interest rate swap: two-year term, semiannual payment, fixed rate=6%, floating rate=LIBOR+50 basis points, notional USD 10 million. Calculate the net coupon exchange for the first period if LIBOR is 5% at the beginning of the period and 5.5% at the end of the period.
选项：
A.Fixed-rate payer pays USD 0.
B.Fixed-rate payer pays USD 25,000.
C.Fixed-rate payer pays USD 50,000.
D.Fixed-rate payer receives USD 25,000.
解释：
ANSWER: B
The floating leg uses LIBOR at the beginning of the period, plus 50bp, or 5.5%. The payment is given by $10,000,000 × (0.06-0.055) × 0.5=25,000.
请问这道题给出 5.5% at the end of the period. 的意义是？
