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| In FRA, rate is determined at the agreed upon date, but payment is received at maturity. if you want to receive the payment now, discount it by prevailing rate (for exam, payment is schdl to be recvd 3 month from now, discount it by current 3MLIBOR) for the correspondent period, but not by RFR. L1 materials. |
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发表于 2013-4-1 14:33
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