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19. Swap cashflows Please refer to Table 6 in the datafile. What will be the annual interest payment on the GBP leg of the swap?
19. Swap cashflows Please refer to Table 6 in the datafile. What will be the annual interest payment on the GBP leg of the swap? a) 18 039 GBP 20 000 GBP c) 27 058 GBP d) different in every period GBP/EUR GBP fixed swap rate EUR fixed swap rate principal (EUR) 1,1087 2,00% 3,00% 1 000 000 N GBP LIBOR EUR LIBOR 2,21% 2,40% 2,35% 2,87% 2,56% 3,11% 19. Swap cashflows Please refer to Table 6 in the datafile. What will be the annual interest payment on the GBP leg of the swap? a) 18 039 GBP 20 000 GBP c) 27 058 GBP d) different in every period GBP/EUR GBP fixed swap rate EUR fixed swap rate principal (EUR) 1,1087 2,00% 3,00% 1 000 000 N GBP LIBOR EUR LIBOR 2,21% 2,40% 2,35% 2,87% 2,56% 3,11%
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Computational Finance And Its Applications
Authors: C. A. Brebbia, M. Costantino
1st Edition
1853127094, 978-1853127090
