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- 2011-7-11
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- 2013-8-19
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No. The payments which are still left, which is all of them in this case, they will be based on the new PVs. The new Hibor rates were given at the bottom, it wasnt labelled correctly as per the new errata.
You need to take the fixed rate and multiply it by the new PVs + 1 notional * the last PV.
The example you gave should be 1/[1+0.0385(315/360)] = 0.967 |
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发表于 2013-4-4 06:02
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