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    Computing the floating-rate cash flow for valuing a IR swap

    Thanks David, its realy very helpful & very lucid explanation. Thanks a Lot. Regards
  2. P

    Computing the floating-rate cash flow for valuing a IR swap

    Hi David, I also tried to calculate the SWAP value by discounting all the three floating rate cash flow with same LIBOR but the outcome is different from the result we are getting by discounting single cash flow with notional. Can u please show me the detailed calculation & comparison between...
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