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    Swaps : 722.3 : Nearest estimate for the forward LIBOR rate

    Hi @David Harper CFA FRM Can you kindly help me to understand how we have calculated forward LIBOR rate here. Below snippet is from your s/s this is in reference of SWAPS - 722.3. thanks, Ankit
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    Hull Ex. 7.3: Valuing a swap in terms of FRAs

    Hi @David Harper CFA FRM, request your help to understand the below concept, while doing SWAP valuation to calculate floating rate, we divide floating rate by 2. I'm not sure why we doing this . To my understanding is given floating rate is already semiannual ( highlighted in red in the below...
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    Tuckman Table 5.4: First Five Rows

    Hi David, I'm working to understand the calculation we have in Tuckman Table 5.4: Row (vi). But not very much sure why we used below formula to get the dollar amount : For 2 year : =$E28*10000*F$23 where F$23 = (0.0010) and $E28 = -100.000 mn
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    Table 5.2: Key Rate DV01s and Durations of 30-year C-STRIP

    Hi, In the given table, can you help me to understand the logic of calculation we have used to derive Shock and D(t) I'm not very much sure what is generic forumula / theory used to calcualte the =I30-($G$30/($A$36-$A$30)) [ Snippet 1 ] And while calcualting D(t) why we used "2" --->...
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