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Consider Company A has agreed to pay 6M LIBOR rate (semi-annual compounding) and receive fixed 4% pa. (semiannual compunding) each 6M under a 2Y SWAP
Consider Company A has agreed to pay 6M LIBOR rate (semi-annual compounding) and receive fixed 4% pa. (semiannual compunding) each 6M under a 2Y SWAP contract on a principal of 1000000GBP. The swap has a remaining life of 9M (it end on 31.12.2020). What is the value of this SWAP on 01.04.2020, if the following quotations (pa., continuous compounding) are known: Wybierz jedn odpowied: i. 1252,08GBP ii. 1236,47GBP iii. 1757,49GBP iv. 1741,68GBP v. 1236,47GBP vi. None of the answers provided. vii. 1037,11GBP Consider Company A has agreed to pay 6M LIBOR rate (semi-annual compounding) and receive fixed 4% pa. (semiannual compunding) each 6M under a 2Y SWAP contract on a principal of 1000000GBP. The swap has a remaining life of 9M (it end on 31.12.2020). What is the value of this SWAP on 01.04.2020, if the following quotations (pa., continuous compounding) are known: Wybierz jedn odpowied: i. 1252,08GBP ii. 1236,47GBP iii. 1757,49GBP iv. 1741,68GBP v. 1236,47GBP vi. None of the answers provided. vii. 1037,11GBP
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Personal Finance For Dummies
Authors: Eric Tyson
9th Edition
1119517893, 978-1119517894
