周同學(xué)
2021-07-06 15:08那如果這道題的浮動(dòng)利率不是libor而是libor +1呢?
所屬:FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Adam助教
2021-07-22 14:48
該回答已被題主采納
同學(xué)你好,這題的浮動(dòng)利率就是libor呀。
The LIBOR curve is flat at 2.0% per annum with continuous compounding for all maturities (out to 15 months),說(shuō)明這個(gè)期限內(nèi)浮動(dòng)利率libor=2%。
the six-month LIBOR at the last payment date was also 2.0% 上個(gè)付息日所確定的libor也是2%,只不過(guò)這個(gè)2%,約定的是支付2%的利息(每半年就支付1元利息)
