What is the present value of $1,750,000 paid on April 5, 2023 valued at the swap curve?

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What is the present value of $1,750,000 paid on April 5, 2023 valued at the swap curve? What is the present value of the same cash flow valued at swaps + 0.50%?

3-month Libor: 2.5815%;6-month Libor: 2.8165%; 1-yr swap: 2.915%; 3/6 basis swap for 6 months: -8.8 bps

Posted Date: May 14, 2024 02:16 AM

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What is the present value of $1,750,000 paid on April 5, 2023 valued at the swap curve?

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Expert Answer:

To find the present value of the cash flow we need to use the discount factors from the swap curve ... View the full answer

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