刘同学2018-04-06 12:26:51
刘同学An investor enters into a 1 x 3 forward rate agreement with a $1 million notional amount at a LIBOR rate of 2.0%. At expiration, the 60-day LIBOR rate is 2.2% and the 90-day LIBOR rate is 2.1%.What payment will the investor most likely receive? A $333.33 B $332.10 C $332.39 什么公式呢？
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金程教育Alfred2018-04-09 09:53:33
金程教育Alfred同学你好，公式如下
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notional principal*[(floating rate at settlement-forward rate)*days/360]/[(1+floating rate at settlement)*days/360]
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