last-payment-date
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G
Hull Chapter 7: Swaps
In reference to R19.P1.T3.FIN_PRODS_HULL_Ch7_Topic:Interest_Rate_Swap_Valuation:- Hi- Happy Easter everyone ! Have a quick question on the example illustrated below which I was revisiting.. In the FRA Method of IRSwap Valuation:- i) We calculated/extracted the "Continuous"-Forward Rates. ii)...- gargi.adhikari
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- continuous-discount-factor continuous-forward-rate discrete-semi-annual-forward-rate last-payment-date swaps
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- Forum: P1.T3. Financial Markets & Products (30%)