问题如下:
Which of the following is most likely the underlying of a plain vanilla interest rate swap?
选项:
A.180- day Libor
B.10- year US Treasury bond
C.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.
这道题B、C应该怎么理解