The US swap market convention,that is used to compute the fixed payments in a USD swap,is
A) Actual/365.
B) Actual/360.
C) Actual/Actual.
D) 30/360.
Correct Answer:
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Q1: The US Treasury market day-count convention is
A)Actual/365.
B)Actual/360.
C)Actual/Actual.
D)30/360.
Q2: In a plain vanilla fixed-for-floating swap,
A)Fixed payments
Q4: The UK money-market day-count convention is
A)Actual/365.
B)Actual/360.
C)Actual/Actual.
D)30/360.
Q5: You enter into a $100 million
Q6: The main difference between the "short-form" and
Q7: The main difference between the "short-form" and
Q8: A plain vanilla interest-rate swap is an
Q9: Firm A can borrow at 4% fixed
Q10: An amortizing interest-rate swap is one in
Q11: Which of the following is not true
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