求助一题 关于swap的题目

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Today, a 2-year swap rate (written on a 6-month Libor rate) is quoted at 2.23%-2.34%. You expect a rise in interest rates so you decide today to enter into a 2-year payer swap (pay the fixed rate and receive the floating rate).Few minutes after entering into the swap, interest rates fall and the 2-year swap rate is quoted at 1.55%-1.78%

Questions:

1.
What would you do?
2.
What is your P&L?

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：swap WAP questions interest question 求助 题目 swap

1. depending on who you are, you can close your position or double down.
2. you lost money.