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19.Which of the following is a typical bid-offer spread on the swap rate for a plain vanilla interest rate swap?
A.3 basis points
B.8 basis points
C.13 basis points
D.18 basis points
A.3 basis points
B.8 basis points
C.13 basis points
D.18 basis points
Answer: A
3 basis points is a typical spread between the bid and the offer on a plain vanilla interest rate swap.
3 basis points is a typical spread between the bid and the offer on a plain vanilla interest rate swap.
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Flashcard info:
Author: CoboCards-User
Main topic: Finance & Investment
Topic: Derivatives
Published: 27.10.2015