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Under the terms of an interest rate swap, a financial institution has agreed to pay 8% (compounded quarterly) per annum and to receive three-month LIBOR in return on a notional principal of $100 million with payments being exchanged every three months.
The swap has a remaining life of 7 months.
The fixed rates currently being swapped for three-month LIBOR is 10% per annum for all maturities compounded continuously.
The three-month LIBOR rate two months ago was 9.8% per annum (compounded quarterly). What is the value of the swap?
and how me how did they got 0.25
What is the basis of “time value of money”? Why do we study it as a finance manager?
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