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    Derivatives and Risk Management Study Set 2
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    Exam 11: Swaps
  5. Question
    An Interest Rate Swap with Both Sides Paying a Floating
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An Interest Rate Swap with Both Sides Paying a Floating

Question 16

Question 16

Multiple Choice

An interest rate swap with both sides paying a floating rate is called a


A) plain vanilla swap
B) two-way swap
C) floating swap
D) spread swap
E) basis swap

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