Which of the Following Is Not Required to Determine a Swaption

question 29

Multiple Choice

Which of the following is not required to determine a swaption payoff at expiration?

• A)the exercise rate
• B)the term structure of zero coupon rates at the swaption expiration
• C)the maturity of the underlying swap
• D)the yield on a bond of equivalent maturity as the swap
• E)none of the above

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Definitions:

Physical Input

An actual, tangible input (such as a button press or sensor signal) received by a device or system.

Input Voltage

The electrical voltage supplied to the inputs of a device or circuit.

Contact Instruction

Instructions related to the physical or logical connection or interaction between two or more components or systems.

Addressing Format

Refers to the method and structure used to locate and reference memory locations or peripheral devices in computing systems.