100 )()()100( Where P is the price of the bond paid, df(t) is the discount factor to time, t, T is the maturity of the bond, L is the Libor setting, and S is the MVA swap spread. The left hand <span>side is the present value of the final payment. The right hand side contains the present value of the fixed payments received (equal to the coupon rate) and the present value of the floating payments of Libor less the sp
| 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 |