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The best way to terminate swaps
2010 Sample Exam Version 2 Q#29
Here we have a swap paying float and receiving fixed. Our swap has negative market value. Which is the best way to terminate this swap?
A. Settle in cash
B. Enter into a payer swaption
C. Enter into a receiver swaption
The answer is A. But what's wrong with B? |
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发表于 2011-7-11 19:54
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