Business
Business, 17.12.2021 03:10, LuisHrndz

A swap bank is involved and quotes the following rates five-year dollar interest rate swaps at 10.05%-10.45% against LIBOR flat. Assume company Y has agreed, but company X will only agree to the swap if the bank offers better terms. What are the absolute best terms the bank can offer X, given that it already booked Y

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A swap bank is involved and quotes the following rates five-year dollar interest rate swaps at 10.05...

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