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From the receive fixed side, value the swap based on the following information: Notional Value = $50,000,000; Time to Maturity = 1.50 years; Fixed Rate
From the receive fixed side, value the swap based on the following information: Notional Value = $50,000,000; Time to Maturity = 1.50 years; Fixed Rate = 4.25% p.a. and is paid semi-annually; Floating Rate is the six-month BBSW and the rate resets today; The 6-month, 12-month and 18-month BBSW rates are 4.15%, 4.40% and 4.65%, respectively. All rates are nominal annual with semi-annual compounding.
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