|
- UID
- 223221
- 帖子
- 220
- 主题
- 183
- 注册时间
- 2011-7-11
- 最后登录
- 2013-10-10
|
Can some one explain the setup of the problem 10 Agrawal Tech on Pg 144 of CFAI?
Is it
1) AGT receives 10M from bond holders and pays 6.75%
2) AGT pays LIBOR to Swap Dealer
3) AGT receives (LIBOR+X = 6.75%) from Swap Dealer
I cannot figure this out......
Thanks |
|
发表于 2011-7-13 15:43
|