
来自:CFA > Level I“甄”题库 > Derivatives > (2025PP) Derivatives 2025-04-11 15:07


188****6698
提问
84
上次登录
60天前
188****6698
提问
84
上次登录
60天前
融跃答疑王老师 2025-04-11 17:59
致精进的你:
Learning Module 7 Pricing and Valuation of Interest Rates and Other Swaps,知识点contrast the value and price of swaps,公式Periodic settlement value = (MRR – sN) × Notional amount × Period. ,第三年的mmr就是1.35, the fixed swap rate是sN即1.95
The real talent is resolute aspirations.
真正的才智是刚毅的志向。