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Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
In [asset swap type?] 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
Answer
MVA

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
In [asset swap type?] 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
Answer
?

Tags
#asset-swap #finance #gale-using-and-tradning-asset-swaps
Question
In [asset swap type?] 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
Answer
MVA
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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

Original toplevel document (pdf)

owner: piotr.wasik - Using and Trading Asset Swaps - Giles Gale (Morgan Stanley), p8

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


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