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Interest Rate Swap: (a) Using an assumed same spot rate curve, construct an Excel spread sheet to calculate the at-the-money Swap Rate of a fixed-for-floating
Interest Rate Swap: (a) Using an assumed same spot rate curve, construct an Excel spread sheet to calculate the at-the-money Swap Rate of a fixed-for-floating interest rate swap with the following inp 1 answer
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Fundamentals of Investments
Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey
3rd edition
132926172, 978-0132926171
