On Interest rate swap
Home/how should the term structure of interest rate swap evolve so that on the whole the value of the fixed and floating leg nets off to zero?
Sign Up to SSEI Q Forum to ask questions
Login to SSEI Q Forum
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.