Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what is the implicit

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Using the zero-coupon bond prices and natural gas swap prices in Table 8.9, what is the implicit loan amount in each quarter in an 8-quarter natural gas swap?
In table 8.9
Using the zero-coupon bond prices and natural gas swap prices
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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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