王同學(xué)
2018-04-20 10:29書上有一個知識點swap rate,到底是指什么?能否舉例說明一下?考試會怎么樣考察?老師能給講解一下嗎?
所屬:FRM Part I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
金程教育吳老師助教
2018-04-20 16:41
該回答已被題主采納
A swap is designed so that it has zero value initially. The fixed rate is known as the swap rate.
The most common swap is an agreement where a LIBOR interest rate is exchanged for a fixed rate of interest for a period of time.
考試最難可能會結(jié)合 bootstrap方法 結(jié)合第一期利率 算遠(yuǎn)期的利率
