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    Exam 30: OTC Interest Rate Derivatives: Forward Rate Agreements, Swaps, Caps, and Floors
  5. Question
    The ________ Is the Value of the Reference Rate at the FRA's
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The ________ Is the Value of the Reference Rate at the FRA's

Question 61

Question 61

Multiple Choice

The ________ is the value of the reference rate at the FRA's settlement date.


A) notional rate
B) going rate
C) contract rate
D) settlement rate

Correct Answer:

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