User Account

All Pages

What is the value of the swap

Assignment Help Finance Basics
Reference no: EM132675845

In an interest rate swap, a financial institution has agreed to pay 3.6% 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 14 months. Three- month forward LIBOR for all maturities is currently 4% per annum. The three-month LIBOR rate one month ago was 3.2% per annum. OIS rates for all maturities are currently 3.8% with continuous compounding. All other rates are compounded quarterly. What is the value of the swap?

Reference no: EM132675845

Questions Cloud

What is the value of the swap to cba in aud : The swap will last two more years. What is the value of the swap to CBA in AUD? Show your step-by-step workings.
What is the amount of Roberta self-employment tax : For 2019, Roberta is a self-employed truck driver with earnings of $47,000 from her business. What is the amount of Roberta self-employment tax
Calculate the value of european call option : Use a two-step binomial tree to calculate the value of this European call option. Show your step-by-step workings.
What is Jack total direct and constructive ownership : Bill and Jack are father and son. Jack has a 10 percent interest in Trumpet Partnership. What is Jack's total direct and constructive ownership of BJT
What is the value of the swap : OIS rates for all maturities are currently 3.8% with continuous compounding. All other rates are compounded quarterly. What is the value of the swap?
How much can B Corporation deduct : The bonus is paid to Bonnie on February 1, 2020; the interest is not paid until 2021. How much can B Corporation deduct on its 2019 tax return
Agility and business process management : Suppose that an organization did not use processes that were designed and built to be agile, particularly when it comes to IS / IT technologies.
What is the value of the swap to wbc in aud : The swap will last two more years. What is the value of the swap to WBC in AUD? Show your step-by-step workings.
What is Pekoe recognized gain or loss : Pekoe sold Earl (an unrelated party) stock for $6,500 that he bought 3 years ago for $9,500. What is Pekoe's recognized gain or loss

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd