首页
外语
计算机
考研
公务员
职业资格
财经
工程
司法
医学
专升本
自考
实用职业技能
登录
外语
Consider a threes-year swap initiated on March 1,2003, in which company B agrees to pay company A an interest rate of 5% per ann
Consider a threes-year swap initiated on March 1,2003, in which company B agrees to pay company A an interest rate of 5% per ann
admin
2011-01-24
75
问题
Consider a threes-year swap initiated on March 1,2003, in which company B agrees to pay company A an interest rate of 5% per annum on a notional principal of $100million and in return company A agrees to pay to company B the six-month LIBOR rate on the same notional principal. When the first exchange of payments took place on September 1,2003, company A would pay ______. (6-month LIBOR on March 1,2003 and on September 1,2003 are respectively 2% and 8% per annum.)
选项
A、$2.1 million
B、$2.5million
C、$2.1467million
D、$102.1million
答案
C
解析
答案为C项。根据句意,计算时需要注意:①题中名义本金(notional principal)的提法说明该利率互换中本金不交换;②利息计算一年按360天计,计息天数按实际天数;③每期付款所使用的是前一期付款曰时的LIBOR,本题中用2003年3月1日的6个月LIBOR。所以,A公司9月1日应支付:100×2%×184/360=$1467million。故本题选C项。
转载请注明原文地址:https://kaotiyun.com/show/ClYd777K
本试题收录于:
FECT综合(现代金融业务)题库金融英语(FECT)分类
0
FECT综合(现代金融业务)
金融英语(FECT)
相关试题推荐
Ineverylanguagetherearesomewords.Thesewordshavesomeinterestingstoriesbehindthem.Theword"Sandwich(三明治)",forex
We’veallhadworkanddothingsthatwedidnotenjoy.Usually,somepeoplewouldtellustobe【C1】______enthusiastic(热情的)."Yo
A、It’sexpensive.B、Itworkswell.C、Itcostsmemorethan5,000yuan.C
Itusedtobethatifyouwantedtotravel,youhadtoplanforalongbusortrainride.Butthecarchangedallthat.Thougha
NarberthLibraryoffersyoupleasurereadingandagreatnumberofinformationservices.TheLibrarywasbuiltin1921byamemb
A、Thesupermarketistoocrowded.B、Therearemanysupermarketshere.C、Look,justoverthere.C
NarberthLibraryoffersyoupleasurereadingandagreatnumberofinformationservices.TheLibrarywasbuiltin1921byamemb
Whatarethethreemajorfunctionsofmoney?Describehowdrasticinflationcanunderminetheabilityofmoneytoperformthese
accept,discount,against,dishonoured,attached,hypothecation,credit,draw,ownership,amountWhenaLetterofCredith
Thebankrecordsalltransactionsofanaccountinthecustomer’s______.
随机试题
下列不符合恶性纤维组织细胞瘤的描述是
最有利于协助判断性情变化原因的检查是有助于精神症状缓解的治疗不包括
清肺热,养肺阴宜用敛肺生津宜用
慢性肝炎是指肝发生炎症及肝细胞坏死持续
A.神经官能症B.左心衰竭C.喘息型慢性支气管炎D.气胸E.喉水肿呼气性呼吸困难
根据《环境影响评价技术导则一总纲》,哪些项目需进行资源利用合理性分析。()
防止引燃煤尘爆炸的措施有()。
某高校副校长对学生说:“看到老人摔倒了你就去扶。他要是讹你,法律系给你提供法律援助。要是败诉了。学校替你赔偿!”这段话得到广大网友的力挺,并在网络上迅速蹿红,被称为“撑腰体”。请你谈谈对于“撑腰体”蹿红这一现象的看法o
计算机中所有信息的存储都采用
DWINDLE:
最新回复
(
0
)