Pay USD fixed
receive AUD floating
Domestic notional USD10, 000,000
Foreign AUD 12,500,000
Present value fixed USD 1.025
Present value floating payments AUD 1.015
Current exchange rate USD.90/AUD
current value of the pay fixed USD receive AUD floating swap in US dollars is:
a. 1,000,000
b. 1,115,000
c.1.168,750
by the way anyone writting on SUNDAY( religious alternative day) from DC? |
发表于 2011-7-13 16:17
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