Question: Continued Question 2 : Consider a forward - start swap, starting at time t = 1 and ending at time t = 3 Notionat principat
Continued Question :
Consider a forwardstart swap, starting at time and ending at time
Notionat principat is
Fixed rate of swap is
Payments at i for are based as usual on fixed rate minus floating rate that prevail at
What is the value of the swap at
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