桑同学2019-08-11 15:19:25

You are given the following information about an interest rate swap: 2-year term Fixed rate = 6% Floating rate = LIBOR 50 basis points Semi-annual payment Notional principal USD 10 million Calculate the net coupon exchange for the first period if LIBOR is 5% at the beginning of the period and 5.6% at the end of the period. 老师，Calculate the net coupon exchange for the first period 就是指计算第一次付息的净值吗？不是指第一年吗？ 另外，如果让计算第一年末 利息的净值，也还是用LIBOR is 5%，和5.6% at the end of the period. 没有关系吗？这个5.6%是指第二年的利率吗？