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Find the market value of a pure vanilla swap from a fixed rate payer perspective. Upcoming payment in 30 days and then next payment in
Find the market value of a pure vanilla swap from a fixed rate payer perspective. Upcoming payment in 30 days and then next payment in 180 days. The fixed rate is 7% and the upcoming floating payment is 6.5%. Estimated capital is 15 million USD. Let's say 360 days in a year. Present price of zezo coupon bond is 0.9934 (30 days) and 0.9528 (210 days)
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