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Money market account values - PowerPoint PPT Presentation

Table 13.2: Cash Flow to a Fixed Rate Loan with Coupon C, Principal L, and maturity date T.

Table 13.1: Cash Flow from a Floating Rate Loan of a dollar (the Principal), with maturity date T. Table 13.2: Cash Flow to a Fixed Rate Loan with Coupon C, Principal L, and maturity date T. Figure 13.1: An Illustration of a Swap Changing a Fixed Rate Loan into a Floating Rate Loan.

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Table 12.1: Cash Flows to a Cash and Carry Trading Strategy

Table 12.1: Cash Flows to a Cash and Carry Trading Strategy. 1.054597. .985301. 1. 1. 1.037958. 1/2. .967826. 1.016031. .984222. 1.054597. 1. 1/2. 1/2. .981381. 1.02. 1. 1. .947497. .965127. 1.059125. 1.017606. .982699. 1. .982456. 1. 1.037958. 1. 1/2. 1/2. 1/2.

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.923845

1.054597. .985301. 1. 1. 1.037958. 1/2. .967826. 1.016031. .984222. 1.054597. 1. 1/2. 1/2. .981381. 1.02. 1. 1. .947497. .965127. 1.059125. 1.017606. .982699. 1. .982456. 1. 1.037958. 1. 1/2. 1/2. 1/2. .960529. 1. 1.020393. B(0). .980015. 1.059125. 1. P(0,4).

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Money market account values - PowerPoint PPT Presentation

Table 13.2: Cash Flow to a Fixed Rate Loan with Coupon C, Principal L, and maturity date T.

Table 12.1: Cash Flows to a Cash and Carry Trading Strategy

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