首页
登录
职称英语
Consider a threes-year swap initiated on March 1,2003, in which company B agrees
Consider a threes-year swap initiated on March 1,2003, in which company B agrees
游客
2025-06-20
13
管理
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://tihaiku.com/zcyy/4127017.html
相关试题推荐
Whichofthefollowingwouldbeconsideredadisadvantageofallocatingresource
Revenuebondsareconsideredriskierthangeneralobligationbondsbecausethey
Supposethatyouownabusinessandareconsideringexpandingyourproductiveca
Ifsomeoneisconsideredtobebearish,wheredoeshethinkthestockmarketis
Whichofthefollowingwouldbeconsideredaloansecuredbyrealestate?______.
Considerathrees-yearswapinitiatedonMarch1,2003,inwhichcompanyBagrees
Anexampleofanon-depositoryfinancialintermediaryisaninsurancecompany.A、
Asuccessfulcompany’smajorsourceofcashshouldbe______.A、operatingactiviti
Yourcompanyhasjustpurchasedanothercompanyfor$300000.Themarketvalueo
ABCCompanyisthebeneficiaryofaconfirmedirrevocableletterofcredit._____
随机试题
NarratorListentoaconversationbetweenaforeignstudentandaprofe
"Howthezebragothisstripes"soundslikethetitleofoneofRudyardKipl
PartⅡReadingComprehension(SkimmingandScanning)Self-esteem:theMythofFe
下列关于校对工序的表述,正确的有()。A.从初校开始,校对者就要履行校异同和校
估测二尖瓣瓣口面积最常用、最可靠的方法为A.频谱多普勒连续方程法 B.跨瓣压差
关于影响混凝土强度的因素,下列说法不正确的是( )。A.骨料的强度一般都比水泥石
一住店客人未付房钱即想离开旅馆去车站。旅馆服务员揪住他不让走,并打报警电话。客人
下列有关法的阶级本质的表述中,哪些体现了马克思主义法学关于法的本质学说? A.
以下哪种不是粘附分子家族A、粘附素家族 B、选择素家族 C、免疫球蛋白超家族
采用记账凭证账务处理程序时,登记总账的依据是()。A、原始凭证 B、记账凭证
最新回复
(
0
)