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- UID
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- 2011-7-11
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- 2014-8-7
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You have to use Hibor rates to get the periodic fixed rate.
1/(1+0.0122(90/360)) = 0.99696
1/(1+0.153(180/360)) = 0.9924
1/(1+0.017(270/360)) = 0.9874
1/(1+0.187(360/360)) = 0.98164
1-last PV/sum of PVs = 0.00464 |
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发表于 2011-7-13 13:51
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