In MVA asset swap, the buyer’s receipts on the floating leg of the swap, which is based on a notional amount equal to the dirty price of the bond, are adjusted by a fixed spread such th at the future value of the swap equals the [...] by the dealer to the investor.
In MVA asset swap, the buyer’s receipts on the floating leg of the swap, which is based on a notional amount equal to the dirty price of the bond, are adjusted by a fixed spread such th at the future value of the swap equals the [...] by the dealer to the investor.
In MVA asset swap, the buyer’s receipts on the floating leg of the swap, which is based on a notional amount equal to the dirty price of the bond, are adjusted by a fixed spread such th at the future value of the swap equals the [...] by the dealer to the investor.
Answer
excess paid over par, P-100
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Open it y>In MVA asset swap, the buyer’s receipts on the floating leg of the swap, which is based on a notional amount equal to the dirty price of the bond, are adjusted by a fixed spread such th at the future value of the swap equals the excess paid over par, P-100<body><html>
y>In MVA asset swap, the buyer’s receipts on the floating leg of the swap, which is based on a notional amount equal to the dirty price of the bond, are adjusted by a fixed spread such th at the future value of the swap equals the excess paid over par, P-100<body><html>
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