Which of the following product has a standardized contract?______.
A. Interest rate swap
B. FRA
C. Option
D. Futures
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下列各项不是复合会计分录的形式的是()。
A. 一借多贷
B. 一贷多借
C. 多借多贷
D. 一借一贷
You are currently holding a portfolio of bonds. Interest rates are expected to increase over the next few months. In order to protect your investment, your bond portfolio should contain bonds with the following characteristics:______.
A. low convexity and low coupons
B. low convexity and high duration
C. high convexity and high coupons
D. high duration and high convexity
Which of the following interest-rate risk management products requires the buyer to pay a
A. Swap
B. Treasury bond future
Cap
D. FRA