currency swap payments, exchange, receive, currency

hoangvu90

Pay USD fixed
receive AUD floating

Domestic notional USD10, 000,000
Foreign AUD 12,500,000

Present value fixed USD 1.025
Present value floating payments AUD 1.015

Current exchange rate USD.90/AUD

current value of the pay fixed USD receive AUD floating swap in US dollars is:

a. 1,000,000
b. 1,115,000
c.1.168,750


by the way anyone writting on SUNDAY( religious alternative day) from DC?