Consider a five year LIBOR based interest rate swap with annual resets (30 360 day count) What is the fixed rate Years Estimated Present Value 1 0 992346 2 0 975634 3 0 964345 4 0 967543 5 0 938765 ...

Consider a five-year LIBOR-based interest rate swap with annual resets (30/360-day count). What is the fixed rate?

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Consider a five-year LIBOR-based interest rate swap with annual resets (30/360-day count). What is the fixed rate?

Years	Estimated Present Value
1	0.992346
2	0.975634
3	0.964345
4	0.967543
5	0.938765

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International Financial Management

ISBN: 978-0078034657

6th Edition

Authors: Cheol S. Eun, Bruce G.Resnick

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Posted Date: Jan 06, 2024 10:06 PM

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Consider a five-year LIBOR-based interest rate swap with annual resets (30/360-day count). What is the fixed rate?

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International Financial Management

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