True/False
A long cap and a long floor with the exercise price set at the swap rate is equivalent to a swap.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q44: Suppose your firm invested in a callable
Q45: A payer swaption is equivalent to which
Q46: An off-market FRA is one constructed outside
Q47: In a 12 x 18 FRA,the derivative
Q48: An FRA is similar to any type
Q50: An interest rate collar is the purchase
Q51: Suppose your firm issued a callable bond
Q52: Which of the following best describes an
Q53: Which of the following strategies replicates a
Q54: In a zero cost collar,the exercise price