|
- UID
- 223420
- 帖子
- 323
- 主题
- 7
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
|
Can you help please...I must have done a/some silly mistakes but can somebody tell me where I go wrong in my computation...only 2 neurones still working...
Value of fixed rate coupon = 5.15/4%*250,000,000=3,218,750
Fixed Bond = 250,000,000+3,218,750*2 =256,437,500 (A)
Floater = 1.42%*250,000,000+250,000,000 = 253,550,000 (B)
Value of swap = A-B = 2,887,500 |
|
发表于 2011-7-13 15:03
|