NO.PZ2019052801000048
问题如下：
Company X has a floating-rate liability, the CFO of the company predicts that the interest rate will rise in the future, what should he do to hedge against the increase of interest rate?
选项：
A.enter into an interest rate swap as a floating payer.
B.enter into an interest rate swap as a fixed payer.
C.buy a put option on interest rate.
D.short a call option on interest rate.
解释：
B is correct.
考点：利率互换.
解析：
担心利率上升，那就签订一个利率上升能带来好处的合约。进入一个支浮动的swap，利率上升，会有亏损，A选项不对。
进入一个支固定的swap，利率上升，会有收益，B选项正确。
对于put option，利率上升，期权不行权，所以long put并不能带来收益，C不正确。
对于 short call option，利率上升，long方行权，short 方有亏损，D不正确。
担心利率上升，付fix rate，swap floating rate，不是fix payer吗
