cash-flow

  1. Nicole Seaman

    P1.T3.23.8. Interest rate swap valuation

    Learning objectives: Calculate the value of a plain vanilla interest rate swap from a sequence of FRAs. Explain the mechanics of a currency swap and compute its cash flows. Explain how a currency swap can be used to transform an asset or liability and calculate the resulting cash flows...
    • Nicole Seaman
    • Thread
    • cash-flow commodity-swaps credit-default-swap currency-swaps exotic-swaps forward-exchange-rate interest-rate-swap-valuation plain-vanilla-interest-rate-swap volatility-swaps
    • Replies: 0
    • Forum: Today's Daily Questions
  2. Nicole Seaman

    P1.T3.23.7. Interest rate swaps

    Learning objectives: Explain the mechanics of a plain vanilla interest rate swap and compute its cash flows. Explain how a plain vanilla interest rate swap can be used to transform an asset or a liability and calculate the resulting cash flows. Explain the role of financial intermediaries in the...
    • Nicole Seaman
    • Thread
    • cash-flow comparative-advantage confirmation discount-rates financial-intermediaries interest-rate-swaps plain-vanilla-interest-rate-swap simultaneous-bond-positions
    • Replies: 0
    • Forum: Today's Daily Questions
  3. Nicole Seaman

    P2.T5.715. Fixed-income portfolio mapping approaches (principal, duration, and cash-flow) (Jorion)

    Learning objective: Differentiate among the three methods of mapping portfolios of fixed income securities. Questions: 715.1. Consider a $200.00 million portfolio that is equally allocated between two bonds: the first bond pays a 5.0% annual coupon and matures in five years; the second bond...
  4. Nicole Seaman

    P1.T3.723. Swaps: valuation with OIS and LIBOR, comparative advantage, and currency swap valuation

    Learning objectives: Explain the mechanics of a currency swap and compute its cash flows. Explain how a currency swap can be used to transform an asset or liability and calculate the resulting cash flows. Calculate the value of a currency swap based on two simultaneous bond positions. Calculate...
    • Nicole Seaman
    • Thread
    • cash-flow commodity comparative-advantage currency-swap currency-swap-valuation exotic-swaps libor ois volatility
    • Replies: 0
    • Forum: Today's Daily Questions
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