这道题能延伸说明一下么，谢谢
No.PZ2021050702000006 (选择题)
来源:
An interest swap that involves the exchange of a fixed payment for a floating payment is most likely equivalent to a series of:
您的回答C, 正确答案是: A
A
off-market FRA contracts.
B
forward contracts that all have an initial positive value.
C
不正确forward contracts that all have an initial value equal to the fixed payment.
Correct Answer: A
A is correct. Because the cost of carrying an asset over different time periods will vary, the values of the implicit forward contracts embedded in the swap will not be equal: some may be positive, and some may be negative. Off-market forward contracts satisfy this condition because they can be set at any value.
考点：衍生-Derivative Markets and Instruments- Swap和Forward的区别和相似点
