Suppose that a corresponding cap, floor, and payer swap are all at maturity. The cap has a

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Suppose that a corresponding cap, floor, and payer swap are all at maturity. The cap has a payoff of

0

and the floor has a payoff of

0.005 .

What is the payoff of the payer swap at this maturity date?

Posted Date: May 18, 2024 02:10 PM

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Suppose that a corresponding cap, floor, and payer swap are all at maturity. The cap has a

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