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For a credit default swap with the following terms, indicate the quarterly premium payment by filling in the following table: Swap Premium Notional Amount Days
For a credit default swap with the following terms, indicate the quarterly premium payment by filling in the following table:
| Swap Premium | Notional Amount | Days in Quarter | Quarterly Premium Payment |
| 600 bps | $15,000,000 | 90 | |
| 450 bps | $8,000,000 | 91 | |
| 720 bps | $15,000,000 | 92 |
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Production And Operations Analysis
Authors: Steven Nahmias
6th Edition
0073377856, 9780073377858
