Multiple Choice
Which of the following is not true of a standard floating-rate note on a coupon reset date?
A) The next coupon payment is set based on prevailing market rates.
B) The principal is unchanged.
C) The ex-coupon price (the price of the note not including the coupon immediately due) of the note is par.
D) The cum-coupon price (the price of the note including the coupon immediately due) is par.
Correct Answer:
Verified
Correct Answer:
Verified
Q8: You enter into a $100 million notional
Q9: You enter into a $100 million
Q10: Consider a $100 five-year zero-coupon swap to
Q11: You have entered into a swap where
Q12: You have sold a $10,000 notional
Q14: The main difference between the "short-form" and
Q15: The US swap market convention,that is used
Q16: In a plain vanilla fixed-for-floating swap,<br>A)Fixed payments
Q17: Which of the following is not an
Q18: You have a $50 cash flow that