question archive sir ,please Given an issued 5 year loan for 50 million notional at 6M LIBOR + 100 bps, and a quote for a 5 year interest rate swap (IRS) to receive 5
sir ,please Given an issued 5 year loan for 50 million notional at 6M LIBOR + 100 bps, and a quote for a 5 year interest rate swap (IRS) to receive 5
Subject:FinancePrice: Bought3
sir ,please
Given an issued 5 year loan for 50 million notional at 6M LIBOR + 100 bps, and a quote for a 5 year interest rate swap (IRS) to receive 5.5% and pay 6M LIBOR + 50 bps, what is the effective fixed rate received by the loan issuer? Assume semi-annual payments at 180/360 daycount basis
