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- UID
- 223315
- 帖子
- 199
- 主题
- 82
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-12
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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 |
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发表于 2013-4-28 12:11
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