Suppose that a swap specifies that a fixed rate is exchanged for twice the LIBOR rate. Can

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Suppose that a swap specifies that a fixed rate is exchanged for twice the LIBOR rate. Can the swap be valued using the "assume forward rates are realized" rule?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:34 PM

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Suppose that a swap specifies that a fixed rate is exchanged for twice the LIBOR rate. Can

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Options Futures and Other Derivatives

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