- CFA Exams
- CFA Exam: Level II 2021
- Study Session 12. Fixed Income (1)
- Reading 32. The Term Structure and Interest Rate Dynamics
- Subject 4. The Swap Curve (LIBOR Curve)
CFA Practice Question
Bond quoting conventions that can be used to determine a bond's price include:
II. I-spread.
III. Z-spread.
IV. TED spread.
V. LIBOR-OIS spread.
I. swap spread.
II. I-spread.
III. Z-spread.
IV. TED spread.
V. LIBOR-OIS spread.
Correct Answer: I, II and III
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