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- 2011-7-11
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- 2014-8-6
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MV is not 1$ for the floating payment. It is the present value of 1$….
you are revaluing the swap as of 180 days out… and that is the mark to market value of the swap. The two parties settle (whoever has positive value gets paid) and the new swap fixed rate starts up (if I remember right). |
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发表于 2013-4-12 22:50
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