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Suppose that today (11/6/2020), you enter into a 2-year swap as the fixed-payer. Over that two-year period, you see LIBOR take the following path: 11/6/2020
Suppose that today (11/6/2020), you enter into a 2-year swap as the fixed-payer. Over that two-year period, you see LIBOR take the following path: 11/6/2020 5/6/2021 11/6/2021 5/6/2022 11/6/2022 1.591% 2.600% 2.453% 1.529% 2.967% If your swap rate is 1.657%, with a notional value of $384,000, how big will the swap cash flow be on 5/6/2021? Round to 2 decimal places. If it's an inflow, enter a positive number. If it's an outflow, enter a negative number. Suppose that today (11/6/2020), you enter into a 2-year swap as the fixed-payer. Over that two-year period, you see LIBOR take the following path: 11/6/2020 5/6/2021 11/6/2021 5/6/2022 11/6/2022 1.591% 2.600% 2.453% 1.529% 2.967% If your swap rate is 1.657%, with a notional value of $384,000, how big will the swap cash flow be on 5/6/2021? Round to 2 decimal places. If it's an inflow, enter a positive number. If it's an outflow, enter a negative number
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