3827金融与交易简单derivationmedium
Receiver Swap After Rates Fall
题目
A receiver swap has fixed coupon 4.20\%. The current par swap rate has dropped to 3.50\%. Is the position positive, negative, or near zero to the receiver?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案