问题如下：
The swap spread is quoted as 50 bps. If the five-year US Treasury bond is yielding 2%, the rate paid by the fixed payer in a five-year interest rate swap is closest to:
选项：
A.0.50%.
B.1.50%.
C.2.50%.
解释：
C is correct.
The fixed leg of the five-year fixed-for-floating swap will be equal to the five-year Treasury rate plus the swap spread: 2% + 0.5%=2.5%
请问这个属于哪一种算法呢
