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needhelp1700

Rank: 2

UID
223424 
帖子
319 
主题
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注册时间
2011-7-11 
最后登录
2014-8-7 
1# 跳转到 »
发表于 2011-7-13 15:03 | 显示全部帖子
ex:

days:
90 1.42%
180 1.84%
270 2.12%
360 3.42%

45 days later:
45 2.21%
135 2.62%
225 3.73%
315 4.92%

Notional Principle of 250M with a 5.15% fixed rate. enters into a one year pay floating LIBOR (rates above) and receive fixed interest rate w/quarterly pmts.

Thank you!

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needhelp1700

Rank: 2

UID
223424 
帖子
319 
主题
22 
注册时间
2011-7-11 
最后登录
2014-8-7 
2#
发表于 2011-7-13 15:03 | 显示全部帖子
hmmms I keep getting something else for the fixed rate payment. I'm pretty sure i'm doing it wrong.

For the 3rd and 4th rate for the fixed payments, I did 6.5% * (450/720) and 7.0% * (630/720)

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