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- UID
- 223463
- 帖子
- 346
- 主题
- 15
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-23
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swap paying in 6 months is based on current LIBOR - so it is known in advance.... (when you enter into the swap). You price the fixed side, you know today's LIBOR - so you know what payment is due in 6 months time (remember the PAY IN ARREARS part)
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发表于 2011-7-13 14:59
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