PRMIA 8006 Question Answer
The price of an interest rate cap is determined by:
I. The period to which the cap relates
II. Volatility of the underlying interest rate
III. The exercise or the strike rate
IV. The risk free rate
PRMIA 8006 Summary
- Vendor: PRMIA
- Product: 8006
- Update on: Jul 29, 2025
- Questions: 287