Question: Task 4. Set a fixed interest rate for the swap (valuate this swap) taken for one year, if payments are made quarterly, the current term

Task 4. Set a fixed interest rate for the swap (valuate

Task 4. Set a fixed interest rate for the swap (valuate this swap) taken for one year, if payments are made quarterly, the current term structure of interest rates is as follows: r90=4.2%,r180=4.4%,r270=4.5%,r360=4.6 while the floating interest rate is defined as 3-month LIBOR and currently equals r90

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