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20. Swap present value Please refer to Table 6 in the datafile. What is the present value of a 3-year swap for the counterparty paying
20. Swap present value Please refer to Table 6 in the datafile. What is the present value of a 3-year swap for the counterparty paying EUR? a) -13 059 GBP Ob) 13 059 GBP -13 059 EUR Oc) d) 13 059 EUR D GBP/EUR 1,1087 GBP fixed swap rate 2,00% EUR fixed swap rate 3,00% principal (EUR) 1000 000 2 GBP LIBOR 2,21% 2,35% 2,56% EUR LIBOR 2,40% 2,87% 3,11 % 20. Swap present value Please refer to Table 6 in the datafile. What is the present value of a 3-year swap for the counterparty paying EUR? a) -13 059 GBP Ob) 13 059 GBP -13 059 EUR Oc) d) 13 059 EUR D GBP/EUR 1,1087 GBP fixed swap rate 2,00% EUR fixed swap rate 3,00% principal (EUR) 1000 000 2 GBP LIBOR 2,21% 2,35% 2,56% EUR LIBOR 2,40% 2,87% 3,11 %
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Fundamentals Of Multinational Finance
Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman
3rd Edition
0321541642, 9780321541642
