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Question 1 6 Two years ago Calima Financial entered a fixed for floating rate swap to receive fixed payments and pay floating rate payments. In
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Two years ago Calima Financial entered a fixed for floating rate swap to receive fixed payments and pay floating rate payments. In this swap, payments are made every quarter on a notional value of $ floating rate payments are based on the month Treasury rate and the fixed rate on the swap is Find the current value of the swap to Calima Financial if there are exactly two years left on the swap and a swap payment was exchanged this morning.
The current term structure of interest rates is provided below.
tableTTM Spot Rate,Interest Rate
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