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8B - there were two issues
the semi annual bond - had a much higher Notional Principal.
Original Liability was 4 years - which required to be swapped. If the Semi-annual bond was used - it was a 2 year Swap - so you would need two swaps as well over the life of your liability at about more than 2 times the NP for each time (113 vs 259)
CP |
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发表于 2011-7-13 13:25
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