题目内容
（请给出正确答案）
A.利率互换
B.货币互换
C.伦敦同业拆借
D.上海同业拆借
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更多“【单选题】Interest Rate Swap是 （）”相关的问题
B、3,2,-1
C、4,3,-1
D、5,-2,-5
include ＜stdio.h＞
void swap(int *a, int *B)
{
int *t;
t=a;a=b;b=t;
}
main()
{
int i=3,j=5,*p=&i,*q=&j;
swap(p,q);printf("%d %d\n",*p,*q);
}
void swap(int * a,int * b)
{ int * t;
t=a; a=b; b=t;
}
main()
{ intx=3,y=5,* p=＆x,* q=＆y;
swap(p,q);
prinff("%d %d\n", *p, *q);}
A、3,5
B、3,3
C、5,3
D、5,5
Option Base 1
Private Sub swap(a()As InteSer)
For I=1 to 10\2
t=a(i)
a(i)=a(10-1+1)
a(10-1+1)=t
Next1
End Sub
Private Sub Form_Click()
Dim x(10)As Integer
For I=1 to 10
x(i)=I*2
Next1
Swap x()
For1=1 to 10
Print x (i)
Next I
End Sub
Four years ago, a Swiss firm entered into a currency swap of $100 million for 150 million Swiss francs, with a maturity of seven years. The swap fixed rates are 8 percent in dollars and 4 percent in francs, and swap payments are annual. The Swiss firm contracted to pay dollars and receive francs. The market conditions for zero swap rates (i.e., rates to be used to discount the two legs of the swap) are now (exactly four years later) as follows: Spot exchange rate: 1.5 Swiss francs/U.S. dollar The current structure of zero swap rates:
a. Calculate the swap payments at the end of the fourth year (i.e., today). b. Right after this payment, what is the market value of the swap to the Swiss firm?
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