7. The convention that has evolved for quoting swap levels is that a swap dealer sets the...

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7. The convention that has evolved for quoting swap levels is that a swap dealer sets the floating rate equal to the reference rate and then quotes the fixed rate that will apply.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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