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Part A: Company A entered into a semi-annual interest rate swap agreement a few months ago as the fixed rate payer, paying a 4.4% p.a. fixed swap rate and receiving floating rate equivalent to the 6-mth LIBOR. Currently, this agreement (which is termed as "swap A" in this question) will mature in 1.5 years. The following LIBOR rates (with continuous compounding) are currently available to you:
Maturity
LIBOR
2
4.0% p.a.
14
4.5% p.a.
4
4.1% p.a.
16
6
4.2% p.a.
18
4.6% p.a.
8
4.3% p.a.
20
4.7% p.a.
10
4.3% p,a.
22
4.8% p.a.
12
4.4% p.a.
24
4.9% p.a
Required: What is the current value of swap A to company A? Show all of your workings.
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