A Fixed-for-floating  currency swap is a swap where

• floating interest rate in one currency is exchanged for a fixed interest rate in another currency

• Floating interest rate in one currency is exchanged for  a floating interest rate in another currency.

• Fixed interest rate in one currency is exchanged for a fixed interest rate in another currency

• None of the above

Quantos Swaps are

• Quantitative swaps that are applied on underlying other than interest rates

• An agreement to exchange to total quantitative return on either a floating or fixed rate of interest

• Swaps where a rate observed in one currency is applied to a principal amount in another currency

• None of the above

Traders trade options primarily for

• Taking views on volatility

• Hedging their underlying asset exposure

• Making profits through linear hedging

• None of the above

Shorting a stock and buying a call is as if you

• Short a put

• Buy a put

• Short a call

• None of the above

American options are:

• Options that are traded in the united states

• Options whose underlying is an arithmetic average

• Options that can be traded at certain times before maturity

• Options that can be traded at any time before maturity