Question about swaps calculation using excel. Please upload the file with the answer or a link to access the document, screenshots aren't helpful. Thanks!

5. Consider a company that has a debt with a term of 140 days (5 periods of 28 days), with interest payments at TIIE 28 (The Interbank Equilibrium Interest Rate) every 28 days, plus a spread of 1.7%, and a principal payment at maturity of 150 million pesos. The company wants to be covered against changes in rates and goes to the "BNK" Bank to negotiate a swap through which the company changes its debt from a floating rate to a fixed rate and, therefore, makes a constant payment over the 140 days. of your debt. The swap has the following characteristics: Beginning of contract End of each period Time (days) TIIE (%) Days (year) TIIE (%) 28 6.4 28 6.5 56 6.7 28 6.8 84 6.85 28 6.95 112 7.10 28 7.5 140 7.50 28 7.75 Calculate the fixed rate and the corresponding monthly amount that the company would have to pay to change the debt from floating rate to fixed rate. Consider 360 days in the year. Calculate the net cash flows from the point of view of the company that is the one that would pay the flows at a fixed rate. | 5. Consider a company that has a debt with a term of 140 days (5 periods of 28 days), with interest payments at TIIE 28 (The Interbank Equilibrium Interest Rate) every 28 days, plus a spread of 1.7%, and a principal payment at maturity of 150 million pesos. The company wants to be covered against changes in rates and goes to the "BNK" Bank to negotiate a swap through which the company changes its debt from a floating rate to a fixed rate and, therefore, makes a constant payment over the 140 days. of your debt. The swap has the following characteristics: Beginning of contract End of each period Time (days) TIIE (%) Days (year) TIIE (%) 28 6.4 28 6.5 56 6.7 28 6.8 84 6.85 28 6.95 112 7.10 28 7.5 140 7.50 28 7.75 Calculate the fixed rate and the corresponding monthly amount that the company would have to pay to change the debt from floating rate to fixed rate. Consider 360 days in the year. Calculate the net cash flows from the point of view of the company that is the one that would pay the flows at a fixed rate. |