ACI
3I0-012 · Question #269
In a plain vanilla interest rate swap, the "fixed-rate payer":
The correct answer is A. has established the price sensitivities of a longer-term fixed-rate liability and a floating-rate asset. See the full explanation below for the reasoning.
Question
In a plain vanilla interest rate swap, the "fixed-rate payer":
Options
- Ahas established the price sensitivities of a longer-term fixed-rate liability and a floating-rate asset
- Bhas established the price sensitivities of a longer-term fixed-rate asset and a floating-rate liability
- Creceives fixed in the swap
- Dpays floating in the swap
How the community answered
(38 responses)- A84% (32)
- B5% (2)
- C3% (1)
- D8% (3)
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