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Un swap de tipos de inters de 100 millones de dlares tiene una vida restante de 10 meses. Segn los trminos del swap, el LIBOR

Un swap de tipos de inters de 100 millones de dlares tiene una vida restante de 10 meses. Segn los trminos del swap, el LIBOR a seis meses se intercambia por un 7% anual (compuesto semestralmente). El promedio del tipo de oferta de compra que se intercambia por libor a 6 meses en swaps de todos los vencimientos es actualmente del 5% anual con capitalizacin continua. el tipo libor a 6 meses era del 4,6% anual hace dos meses. Cul es el valor nominal del primer pago flotante?

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