问题
单项选择题
Assume that you are analyzing a plain vanilla interest rate swap with the following characteristics : Counterparty XCounterparty Y pay fixed rate 6% pay floating rate LIBOR + 0.5% receive floating rate LIBOR +0.5% receive fixed rate 6% Swap tenor: 10 years National principal: $1000000 LIBOR :4.75% Which of the following is the first floating rate payment made by Counterparty Y
A．
| A. $60000. |
B．
| B. $47500. |
C．
| C. $52500. |
答案
参考答案：C
解析：1000000 × (0.0475 + 0.005 ) =52500.
