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发布时间:2023-12-15 05:44:23

[单项选择]XYZ company has entered into a "plain-vanilla" interest rate swap on $1000000 notional principal. XYZ company pays a fixed rate of 8 percent on payments that occur at 90-day intervals. Six payments remain with the next one due in exactly 90 days. On the other side of the swap, XYZ company receives payments based on the LIBOR rate. Describe the transaction between XYZ company and the dealer at the end of the fourth period if the appropriate LIBOR rate is 9.2 percent.

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[单项选择]XYZ, Inc. has entered into a "plain-vanilla" interest rate swap on $ 5000000 notional principal. XYZ company pays a fixed rate of 8.5% on payments that occur at 180-day intervals. Platteville Investments, a swap broker, negotiates with another firm, SSP, to take the receive-fixed side of the swap. The floating rate payment is based on LIBOR (currently at 7.2% ). At the time of the next payment (due in exactly 180 days), XYZ company will: ()
A. pay the dealer net payments of $ 65000.
B. pay the dealer net payments of $ 32500. 
C. receive net payments of $ 32500.
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