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Suppose that you want to hedge the upcoming interest rate for a borrowing/lending situation that will come up in two months and where your borrowing
Suppose that you want to hedge the upcoming interest rate for a borrowing/lending situation that will come up in two months and where your borrowing or lending period will be for a six-month period. If you plan on using a 180-day FRA, you would denote FRA as a:
1X6 | ||
2X6 | ||
2X8 | ||
2X4 | ||
6X2
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