4. (Interest Rate Cap Pricing). Write a VBA program to determine the price of an interest rate...

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4. (Interest Rate Cap Pricing). Write a VBA program to determine the price of an interest rate cap which makes payments if the floating USD LIBOR rate is above the fixed level of 5.00%. Use the data given in the “Cap Pricing Input” worksheet on the chapter webpage for the calculation.

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Principles Of Financial Engineering

ISBN: 9780123869685

3rd Edition

Authors: Robert Kosowski, Salih N. Neftci

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