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. We consider at date To, a 1-year Libor swap contract with maturity 4 years and with the following cash-flow schedule: To TI T2 T3
. We consider at date To, a 1-year Libor swap contract with maturity 4 years and with the following cash-flow schedule: To TI T2 T3 T4 Fixed Leg F F F F Floating Leg | - Vo | - V1 | - V2 - V3 Note t...
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Managerial Accounting
Authors: John J. Wild, Ken W. Shaw
2010 Edition
9789813155497, 73379581, 9813155493, 978-0073379586
