Question: Calculate the value ( in U . S . dollars ) today ( to the party paying dollars ) of a 5 - year old
Calculate the value in US dollars today to the party paying dollars of a year old swap with years remaining maturity. Calculate within $ watch your rounding. The swap calls for exchanging interest only on m at percent for $m at percent. SEMIANNUAL payments. The last payment was yesterday. Today's exchange rate is $ and the AAA rate in the US is and in the euro zone.
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