Question
A two-year bond with a level annual coupon of 4.20 and a maturity value of 100 is priced at 101.291. The one-year spot rate is
A two-year bond with a level annual coupon of 4.20 and a maturity value of 100 is priced at 101.291. The one-year spot rate is 0.045.
Based on this information what would be the swap rate for a two-year interest rate swap with level notional amount?
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Michael Saylor On Bitcoin The Very First Interviews
Authors: Coinan The Barbarian ,Satoshi Nakamoto
1st Edition
979-8423442019
