返回题库

Quant Interview Practice Questions

专题
Algorithms & Data Structures
难度
L2
来源
MyntBit

题目详情

In a plain vanilla interest rate swap, counterparties agree to exchange fixed-rate interest payments for floating-rate interest payments, or vice-versa, based on a notional principal. What is the fixed rate in this swap typically called, and how is its value determined at the initiation of the swap?