24-13 Determining the pricing of a swap agreement requires the calculation of expected one- year rates from the Treasury yield curve that is accomplished by calculating the spot or zero-coupon discount yield curve.

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Quizplus · Accepted Answer

This statement is true, as determining the pricing of a swap agreement does require the calculation of expected one-year rates from the Treasury yield curve, which is typically accomplished by calculating the spot or zero-coupon discount yield curve.

24-13 Determining the Pricing of a Swap Agreement Requires the Calculation