NO.PZ2018062007000032
问题如下:
Which of the following statements about the price of a swap is true:
选项:
A.The price is zero at the start of the contract.
B.The price changes during the contract.
C.The price remains the same during the contract.
解释:
C is correct.
The value of swap contract is zero at initiation, but the price is not zero. During the contract, the price remains the same but the value will change.
swap合约的价值在0时刻为0,但价格不为0。合约期间,价格不变但价值会有变化。
这题的知识点不懂,能否帮忙讲解一下,谢谢老师,我选了b,想随着标的资产价格的不同,浮动利率和固定利率在期间会出现价格的差异。。那么就会影响总的价格