返回列表 发帖
The bond:
120 bp over Treasury (6.2%)–7.4%
The swap:
Float: LIBOR (5.9%)  (because it says LIBOR based swap)
Fixed: 100bp over Treasury (6.2%) —7.2%
The payments involving treasury must offset.
Receives 7.4% (from bond) and LIBOR (from swap)
Pays 7.2% to swap

TOP

返回列表