Paul
2023-08-29 18:34請問a選項錯在哪呢？ Ace has an MTM loss on the swap, because it owes a net settlement payment to its counterparty equal to 1.35% multiplied by the notional and period.
所屬：CFA Level I > Derivatives 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Evian, CFA助教
2023-08-30 16:43
該回答已被題主采納
ヾ(?°?°?)??你好同學，
Q3 如下截圖
A選項描述的
Ace has an MTM loss on the swap, because it owes a net settlement payment to its counterparty equal to 1.35% multiplied by the notional and period.
其中“MTM loss”錯了，后邊從because開始的內(nèi)容解釋“MTM loss”也是錯的
應該是Q4的A選項表述
Ace has an MTM gain on the swap, because once it makes the first known net payment to its counterparty, the remainder of the future net fixed versus floating cash flows must have a positive present value from Ace’s perspective.
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