NO.PZ2018113001000029
问题如下：
A US company needs to raise ￥20 million because it is planning an expansion into China. It wants to issue dollar-denominated bonds and convert the dollars to Chinese yuan by a currency swap. The company believes that interest rates in both countries are increasing. Which of following statements is correct about swap?
选项：
A.The company should use a swap with a floating rate on interest paid（￥）and fixed rate on interest received（$）.
B.The company should use a swap with a fixed rate on interest paid（$）and floating rate on interest received(￥).
C.The company should use a swap with a fixed rate on interest paid（￥）and floating rate on interest received（$）.
解释：
C is correct.
考点：用currency swap转换loan的币种
解析：
公司现在是美元本金的loan，想转成人民币本金的Loan，因此应该进入付美元本金，收人民币本金的互换，这样就可以将本金转成人民币。
该互换在期间的时候需要支付人民币的利息，收到美元的利息（与本金方向相反）
因为预期两国的利率都会上升，所以应该选择支付的利息（人民币）为固定的，收到的利息（美元）为浮动的。
期间现金流轧差后，就是r-rmb 再调整basis，人民币利率固定就好了，和美元利率是否浮动有关系吗
