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Bank of Baroda enters into a Rs.100000/ quarterly - plain vanilla one year interest rate swap as the fixed rate payer at a fixed rate

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Bank of Baroda enters into a Rs.100000/ quarterly - plain vanilla one year interest rate swap as the fixed rate payer at a fixed rate of 6% based on 360 days a year. The floating rate payer agrees to pay 90day libor. 90day libor is currently 4%. Other 90day libor rates are: Rate Time 4.5% 90 days from now 5.00% 180 days from now 5.5% 270 days from now 6.00% 360 days from now Calculate the amounts Bank of Baroda pays or receives (payoff) 90,180, 270 and 360 days from now

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