徐同學(xué)
2019-04-28 10:42The notional principal of a credit default swap is $30,000,000, and the reference price is 100%. The final price is estimated at 25%, and the annual coupon rate was 9%. It has been 60 days since the last coupon payment. What is the cash amount to settle the swap? 這個題按照視頻的解題思路，算出來是21.825m，也是沒有選項的
所屬：FRM Part II 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Galina助教
2019-04-28 17:37
該回答已被題主采納
應(yīng)該是21.825m，答案的數(shù)字有問題。
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