In a currency swap, the underlying principal amount is exchanged:
All else being equal, for an equity option, the value of an American call differs from that of a European call due to the:
When using the bootstrapping method to calculate a theoretical U.S. Treasury spot-rate curve, the most commonly used securities are:
If a fixed-rate bond is traded between two coupon payment dates, the bond’s flat price is most likely:
The Z-spread of a 2-year callable bond is 35 basis points. If the value of the embedded call option is 5 basis points per year, the option-adjusted spread is:
According to put–call parity, an investor can create a long position in a risk-free bond by adding which of the following to his long position in the underlying?