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Purchase $100million par three-year corporate rate @98.5 with 3.75% coupon (semiannual).

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1- Purchase $100million par three-year corporate rate @98.5 with 3.75% coupon (semiannual).;2- Purchase $100 Million par three year floating-rate note @ 99 with quarterly coupon of three month Libor + 2.75%;- Three year interest rate swaps with quarterly payments priced @ ask 1.08% (pay 1.08% and receive three month Libor and @ bid 1.05% (receive 1.05% and pay three month Libor);futures quote payments at the end of each quarter;1 0.23;2 0.25;3 0.32;4 0.5;5 0.7;6 0.93;7 1.17;8 1.43;9 1.70;10 1.95;11 2.16;12 2.35;* Convert the fixed to floating and floating to fixed via swap any value?;* Recommend the Best alternative?;Additional Requirements;Min Pages: 1;Level of Detail: Show all work;Other Requirements: I need detailed solution please.

 

Paper#30345 | Written in 18-Jul-2015

Price : $17
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