1個回答
Evian, CFA助教
2020-08-12 10:20
該回答已被題主采納
同學(xué)你好，
The notional principal of a swap is:
A not exchanged in the case of an interest rate swap.
B a fixed amount whenever it is matched with a loan.
C equal to the amount owed by one swap party to the other.
C并不是對于互換合約本金的描述，合約雙方欠的錢是每一期期末軋差得出的，例如浮動換固定，一期的浮動是5%，固定是4%，那么這一期一方應(yīng)該給另一方的錢是notional principle乘以1%，它是由5%-4%算出來的。
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