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Consider a swap with duration of 7 years. Assume a principal of 10,000,000 and the swap rate drop by 0.5%. What is going to be
Consider a swap with duration of 7 years. Assume a principal of 10,000,000 and the swap rate drop by 0.5%. What is going to be a swap payer gain?
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To calculate the swap payer gain resulting from a drop in the swap rate by 05 we n...
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Management Science The Art Of Modeling With Spreadsheets
Authors: Stephen G. Powell, Kenneth R. Baker
4th Edition
978-1118517376, 9781118800348, 1118517377, 1118800346, 978-1118582695
