5. (Interest Rate Floor Pricing). Write a VBA program to determine the price of interest rate floor...
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5. (Interest Rate Floor Pricing). Write a VBA program to determine the price of interest rate floor which makes the payment if the floating USD LIBOR rate is below the fixed level of 4.60%. Use the data given in the “Floor Pricing Input” worksheet on the chapter webpage for the calculation.
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Related Book For 
Principles Of Financial Engineering
ISBN: 9780123869685
3rd Edition
Authors: Robert Kosowski, Salih N. Neftci
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