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Notional = $20,000,000 Fixed Rate (receive side) = 2.1% Floating Rate (pay side) = 6ML + 0% ( = 0.25%) Pays semi-annually (both sides) 10-years
- Notional = $20,000,000
- Fixed Rate (receive side) = 2.1%
- Floating Rate (pay side) = 6ML + 0% ( = 0.25%)
- Pays semi-annually (both sides)
- 10-years to Maturity What is the net duration of the swap above?
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International Finance Transactions Policy And Regulation
Authors: Hal S. Scott
15th Edition
159941547X, 978-1599415475
