False. A volatility swap exchanges a fixed level of volatility for realized volatility. Vega is an option sensitivity measure, not the payoff variable of the swap.
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Q-22.3(b) True or false: A volatility swap exchanges a fixed vega for a realized vega
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MManit
Last updated: April 18, 2026 at 11:32
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A
True
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B
False
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Q-22.3(b) True or false: A volatility swap exchanges a fixed vega for a realized vega | Financial Risk Manager Part 1 Quiz - LeetQuiz
