更多"A plain vanilla interest rate swap "的相关试题:
[简答题]利率互换(Interest Rate Swap)与货币互换(Currency Swap)
[单项选择]Assume that you are analyzing a plain vanilla interest rate swap with the following characteristics : Counterparty X Counterparty Y pay fixed rate 6% pay floating rate LIBOR + 0.5% receive floating rate LIBOR +0.5% receive fixed rate 6% Swap tenor: 10 years National principal: $1000000 LIBOR : 4.75% Which of the following is the first floating rate payment made by Counterparty Y
[单项选择]Party A enters into a plain vanilla 1-year interest rate swap agreement with Bank B in which he will make fixed-rate payments in exchange for receiving floating-rate payments based on LIBOR plus 100 basis points. Assume that payments are made quarterly in arrears based on a 360-day year. The fixed rate on the swap is 6.5 percent. The current interest rates on 90, 180, 270, and 360-day LIBOR are 5.2 percent, 5.5 percent, 5.8 percent, and 6.0 percent, respectively. If the notional principal is $100 million, what will Party A’s net cash flow at the end of the first quarter equal
[单项选择]DWR Services, Ltd. , arranges a plain vanilla interest rate swap between RWDY Enterprises ( pays fixed) and RED, InC. ( receives fixed). The swap has a notional value of $25000000 and 270 days between payments. LIBOR is currently at 7.0%. If at the time of the next payment (due in exactly 270 days) , RWDY receives net payments of $93750, the swap fixed rate is closest to:
[单项选择]A U. S. bank enters into a plain vanilla currency swap with a notional principal of US $ 500 million (GBP￡ 300 million). At each settlement date, the U. S. bank pays a fixed rate of 4.5 percent on the British pounds received and the British bank pays a variable rate equal to LIBOR on the U. S. dollars received. Given the following information, what payment is made to whom at the end of year 2 0 1 2 LIBOR=4% LIBOR=4.5% LIBOR=5% The U. S. bank pays:（）
A. US $9513.50 million and the British bank pays 25.00 million.
B. ￡ 13.50 million and thee British bank pays US $ 25.00 million.
C. ￡ 13.50 million and the British bank pays US $ 22.50 million
[单项选择]Two parties enter a three-year, plain-vanilla interest-rate swap agreement to exchange the LIBOR rate for a 10 percent fixed rate on $10 million. LIBOR is 11 percent now, 12 percent at the end of the first year, and 9 percent at the end of the second year. If payments are in arrears, which of the following characterizes the net cash flow, to be received by the fixed-rate payer
[单项选择]XYZ company has entered into a "plain-vanilla" interest rate swap on $1000000 notional principal. XYZ company pays a fixed rate of 8 percent on payments that occur at 90-day intervals. Six payments remain with the next one due in exactly 90 days. On the other side of the swap, XYZ company receives payments based on the LIBOR rate. Describe the transaction between XYZ company and the dealer at the end of the fourth period if the appropriate LIBOR rate is 9.2 percent.
[单项选择]123, Inc has entered into a "plain-vanilla" interest rate swap on $10000000 notional principal. 123 company receives a fixed rate of 6.5 percent on payments that occur at monthly intervals. Platteville Investments, a swap broker, negotiates with another firm, PPS, to take the pay-fixed side of the swap. The floating rate payment is based on LIBOR ( currently at 4.8 percent). At the time of the next payment (due in exactly one month), 123, Inc will:（ ）
A. receive net payments of $42500.
B. receive net payments of $14167.
C. pay the dealer net payments of $14167.
[单项选择]XYZ, Inc. has entered into a "plain-vanilla" interest rate swap on $ 5000000 notional principal. XYZ company pays a fixed rate of 8.5% on payments that occur at 180-day intervals. Platteville Investments, a swap broker, negotiates with another firm, SSP, to take the receive-fixed side of the swap. The floating rate payment is based on LIBOR (currently at 7.2% ). At the time of the next payment (due in exactly 180 days), XYZ company will: （）
A. pay the dealer net payments of $ 65000.
B. pay the dealer net payments of $ 32500.
C. receive net payments of $ 32500.
[多项选择]简单应用题
请编写函数void swap(int *px,int *py) 与void swap(int &px,int &py)，实现主程序中变量a和b值的交换。
输出结果如下：
3 2
2 3
注意：部分源程序已存在文件test5_2.cpp中。
请勿修改主函数main和其他函数中的任何内容，仅在函数相应的花括号中填写若干语句。
文件test5_2.cpp的内容如下：
#include
void swap(int *px,int *py)
{
/***1***/
}
void swap(int &px,int &py)
{
/***2***/
}
void main（ ）
{
int a=2,b=3;
swap(a,b);
cout<
[填空题]
What forms flood plain
[简答题]请编写函数void swap(int *px,int *py)与void swap(int &px,int &PY)，实现主程序中变量a和b值的交换。
输出结果如下：
3 2
2 3
注意：部分源程序已存在文件test5_2.cpp中。
请勿修改主函数main和其他函数中的任何内容，仅在函数相应的花括号中填写若干语句。
文件test5_2.cpp的内容如下：
#include＜iostream.h＞
void swap(int *px,int *py)
{
／***1***／
}
void swap(int &px,int &PY)
{
／***2**／
}
void main（ ）
{
int a=2,b=3;
swap(a,b);
cout＜＜a＜＜" "＜＜b＜＜endl;
swap(&a,&b);
cout＜＜a＜＜" "＜＜b＜＜endl;
}
[简答题]买入价(Buying Rate)、卖出价(Selling Rate)与中间价(Middle Rate)
[单项选择]Which of the following statements about swap agreements is FALSE（ ）
A. They are standardized agreements, similar to futures.
B. Interest rate and currency are common types of swaps.
C. They allow for the exchange of different sets of future cash flows.
[单项选择]The motivation for entering into a swap agreement is that:（ ）
A. it provides firms that face financial risks with a flexible way to manage that risk.
B. it provides firms that face financial risks with a fixed way to manage that risk.
C. it gives you an ability to swap amongst a diverse range of products.
