李同學(xué)
2023-05-09 11:35老師請(qǐng)問下第一個(gè)為什么是上升，難道是因?yàn)樗侵Ч潭ㄊ崭?dòng)，第二個(gè)是支浮動(dòng)收固定嗎
Determine the correct answers to fill in the blanks: A rise in the expected forward rates after inception will ——the present value of floating payments, causing a fixed-rate receiver to realize a(n)——in MM value on the swap contract
所屬：CFA Level I > Derivatives 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Evian, CFA助教
2023-05-10 11:45
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)，
A rise in the expected forward rates after inception will ——the present value of floating payments, causing a fixed-rate receiver to realize a(n)——in MM value on the swap contract
如果簽訂遠(yuǎn)期合約之后，遠(yuǎn)期利率預(yù)計(jì)會(huì)上升，對(duì)于“a fixed-rate receiver”收到固定現(xiàn)金流（支付浮動(dòng)現(xiàn)金流）的合約方來說，支付的浮動(dòng)現(xiàn)金流會(huì)跟著遠(yuǎn)期利率上升，而收到的固定現(xiàn)金流不變，此時(shí)“fixed-rate receiver”支付的金額多了，相當(dāng)于“虧了loss”，合約的價(jià)值為負(fù)
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