Cash-flows Calculate all payments that would be exchanged between Laurel and Hardy as a result of the
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Question:
Cash-flows
Calculate all payments that would be exchanged between Laurel and Hardy as a result of the swap, if 6-month AUD libor was as follows:
Time (months) Libor (% pa)
0 8.95
6 9.05
12 9.20
18 9.40
24 9.60
32 9.60
36 9.70
42 9.75
48 9.75
54 9.75
60 9.70
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