ftwcfa

yay this one takes a while…
Calc the Zs in the indian rates and find the pay fixed rate= 0.0198 quartely;
After 150 days
pv fixed side = 1.00937 INR
pv float side = 1.52601 YEN
Pay fixed, receive float = 1,52601 - 1.00937/0,6510 = -0,02448 * 1M = -24480 YEN