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- UID
- 223451
- 帖子
- 355
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Great example, however can this be used for Kellyz question asked, I think you said ￡2,114,010 to the receive fixed but how did you work out the coupon on the floating?
If you are not given the 90 day LIBOR at inception of the swap then I am right in thinking you cannot use this method? The correct answer was -￡2,250,000. |
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发表于 2011-7-13 15:03
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