
- UID
- 222306
- 帖子
- 362
- 主题
- 16
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-27
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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 |
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