标题: Rates in arrears [打印本页] 作者: king_kong 时间: 2011-7-13 16:34 标题: Rates in arrears
Minor brain freeze here... Are the following in arrears??
Interest rate caps / floors
Swaps with fixed for libor
Swap
And the following are at the same time period
Interest rate options
Thx in advance. Feel free to add if I missed something作者: ll11 时间: 2011-7-13 16:34
wrote this already in another post, but here it goes
payment in arrears is USUAL for IR swaps etc. but not necessary (acc. to original CFAI), so it should stand in the question itself (at least in the sample exams it was clearly indicated)
