In determining the cash flow for the floating-rate side of a LIBOR swap, explain how the cash

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In determining the cash flow for the floating-rate side of a LIBOR swap, explain how the cash flow is determined.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:52 AM

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In determining the cash flow for the floating-rate side of a LIBOR swap, explain how the cash

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Assume a swap of 12 quarterly floatingrate payments for three years with the first quarter consistin...View the full answer

Bond Markets Analysis and Strategies

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