黃同學(xué)
2018-10-27 11:32A forward rate agreement (FRA): A can be used to hedge the interest rate exposure of a floating-rate loan. B is risk-free when based on the Treasury bill rate. C is settled by making a loan at the contract rate. D is priced in dollars. 該題C為何不對
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
2018-10-29 14:18
該回答已被題主采納
學(xué)員你好。結(jié)算的時候 是根據(jù)到期收益payoff=par*(r結(jié)算日市場利率-r約定利率)*t,將收益單利折現(xiàn)結(jié)算的
