In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the [...]and there is an exchange of notionals at maturity.
Answer
(dirty I guess) price of the bond
Tags
#asset-swap #finance
Question
In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the [...]and there is an exchange of notionals at maturity.
Answer
?
Tags
#asset-swap #finance
Question
In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the [...]and there is an exchange of notionals at maturity.
Answer
(dirty I guess) price of the bond
If you want to change selection, open original toplevel document below and click on "Move attachment"
Parent (intermediate) annotation
Open it In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the price of the bond and there is an exchange of notionals at maturity.
Original toplevel document
Asset swap - Wikipedia, the free encyclopedia een floating side coupons, the floating payment received is half of the Libor plus asset swap spread. This feature prevents the calculated asset swap spread from jumping as we move forward in time through coupon dates.
Market Asset Swap[edit]
<span>In the market asset swap, the net upfront payment is zero. Instead the notional on the Libor side equals the price of the bond and there is an exchange of notionals at maturity.
See also[edit]
Government debtInterestSwap (finance)
References[edit]
^ "Asset Swap - Investopedia". Investopedia. Archived from the original on 12 April 2009. Retrieved 2009-0
Summary
status
not learned
measured difficulty
37% [default]
last interval [days]
repetition number in this series
0
memorised on
scheduled repetition
scheduled repetition interval
last repetition or drill
Details
No repetitions
Discussion
Do you want to join discussion? Click here to log in or create user.