- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 32. Valuation of Contingent Claims
- Subject 5. Black Option Valuation Model
CFA Practice Question
The receiver swaption model value is the ______
B. bond component plus the swap component.
C. swap component minus the bond component.
A. bond component minus the swap component.
B. bond component plus the swap component.
C. swap component minus the bond component.
Correct Answer: A
User Contributed Comments 0
You need to log in first to add your comment.