Final Exam Preparation - Stanford University
x 4 = 0.044059 = 4.4059% ( Make sure you know how to calculate the Swap Rates. 1. Consider an interest-rate swap with these features: maturity is five years, notional principal is $100 million, payments occur every six months, the fixed-rate payer pays a rate of 9.05% and receives LIBOR, while the floating-rate payer pays LIBOR and receives 9%. ................
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