Business
Business, 03.02.2022 02:20, jsavagejsavage9216

Credit Derivative. In a total return swap, Party A receives LIBOR 3%. Party B receives the total return on a certain equity index on a principal of $100,000. Suppose at swap maturity LIBOR is 5% and the index return is 6%. According to the swap, how much should Party A pay and receive

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Credit Derivative. In a total return swap, Party A receives LIBOR 3%. Party B receives the total ret...

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