Finpko.faculty.ku.edu
All rates are compounded quarterly. What is the value of the swap? Use LIBOR discounting. The swap can be regarded as a long position in a floating-rate bond combined with a short position in a fixed-rate bond. The correct discount rate is 12% per annum with quarterly compounding or 11.82% per annum with continuous compounding. ................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.