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#asset-swap #finance #gale-using-and-tradning-asset-swaps
In MVA asset swap, the bond is sold at the market value, P.
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owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p8

($ 4,377, 417) 5. 419% $ 2,494, 143 Pres ent Val ue ($ 33,526, 168) $ 33,526, 164 ($ 3) Source: Morgan St anley Calculation of the MVA Asset S wap Spread We can think of the MVA asset swap as constructed in the fo llo wi ng way: • <span>The bond is sold at the market value, P. • The coupons receiv ed by the buyer are cancelle d by matching fixed payments to the seller on a s wap for the life of the bond. • The buyer’s receipts on the floating le g of th



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