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Explain how the rates changed on the 3 year semi-bond swap. How does that change the cash flows to the payers and receivers? Swaps -
Explain how the rates changed on the 3 year semi-bond swap. How does that change the cash flows to the payers and receivers?
Swaps - Semi-bond Current 01 Mar 2022 02 Feb 2022 02 Mar 2021 1 Year 1.193% 1.050% 0.861% 0.181% 2 Year 1.625% 1.462% 1.313% 0.222% 3 Year 1.745% 1.579% 1.518% 0.372% 5 Year 1.805% 1.652% 1.678% 0.779% 7 Year 1.857% 1.716% 1.763% 1.131% 10 Year 1.924% 1.794% 1.840% 1.469% 15 Year 2.006% 1.885% 1.939% 1.757% 30 Year 1.974% 1.862% 1.935% 1.931% Updated 02 Mar 2022 13:45 ET Swap Fixed Variable Fee LLI 3 year semi-bond swa 1.82% 0.78% 0.19 Swaps - Semi-bond Current 01 Mar 2022 02 Feb 2022 02 Mar 2021 1 Year 1.193% 1.050% 0.861% 0.181% 2 Year 1.625% 1.462% 1.313% 0.222% 3 Year 1.745% 1.579% 1.518% 0.372% 5 Year 1.805% 1.652% 1.678% 0.779% 7 Year 1.857% 1.716% 1.763% 1.131% 10 Year 1.924% 1.794% 1.840% 1.469% 15 Year 2.006% 1.885% 1.939% 1.757% 30 Year 1.974% 1.862% 1.935% 1.931% Updated 02 Mar 2022 13:45 ET Swap Fixed Variable Fee LLI 3 year semi-bond swa 1.82% 0.78% 0.19
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Financial Data Analytics Theory And Application
Authors: Sinem Derindere Köseo?lu
1st Edition
303083798X,3030837998
