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Does the swap produce a lower cost of funding for BHP than direct fixed rate funding and direct floating rate finding? How much has been
- Does the swap produce a lower cost of funding for BHP than direct fixed rate funding and direct floating rate finding? How much has been saved/lost through the swap in terms of interest rates?
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Quantitative Trading
Authors: Ernest P. Chan
2nd Edition
1119800064, 978-1119800064
