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H. · 2020年10月31日

问一道题:NO.PZ2018062007000092 [ CFA I ]

问题如下:

A plain vanilla interest rate swap is also known as:

选项:

A.

a basis swap.

B.

a fixed- for- floating swap.

C.

an overnight indexed swap.

解释:

B is correct. A plain vanilla swap is a fixed- for- floating interest rate swap, which is the most common type of swap. A is incorrect because a basis swap is a transaction based on the TED spread (T- bills versus Eurodollars) and is not the same as a plain vanilla swap. C is incorrect because an overnight indexed swap is a swap that is tied to a federal funds type of rate, reflecting the rate at which banks borrow overnight, and is not the same as a plain vanilla swap.

请问plain vanilla int rate swap到底是什么?讲义哪里提到过,和Libor有什么关系呢?

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年11月01日

嗨,从没放弃的小努力你好:


同学你好,讲义讲解如图

是固定利率换浮动利率的swap,通常libor可以作为浮动利率的参考利率


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