inversefloater - Inverse Floater fudge 0.94 0.95 0.95 0.97...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Inverse Floater fudge 0.94 0.95 0.95 0.97 0.97 0.98 0.99 0.25 0.5 0.75 1.25 5.25 7.25 10.25 30.25 1 2 3 4 5 6 7 Scenario FYGM3 FYGM6 FYGMYR FYGT5 FYGT7 FYGT10 FYGT30 sp.25 sp.5 sp.75 sp1.25 sp5.25 sp7.25 sp10.25 sp30.25 f.25,.5 f.25,.75 f.25,1.25 f.25,5.25 f.25,7.25 f.25,10.25 f.25,30.25 Date 3 mo Rate Payment PV Jan-93 0.03 0.03 0.04 0.06 0.06 0.07 0.07 0.03 0.03 0.04 0.04 0.06 0.06 0.07 0.07 0.04 0.04 0.04 0.06 0.06 0.07 0.07 Jan-93 0.03 Apr-93 #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? Apr-93 #ADDIN? Jul-93 #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? Jul-93 #ADDIN? #ADDIN? 9.2 #ADDIN? Oct-93 #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? Oct-93 #ADDIN? Jan-94 #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? Jan-94 #ADDIN? #ADDIN? #ADDIN? #ADDIN? Apr-94 #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN? #ADDIN?Apr-94 #ADDIN?...
View Full Document

This note was uploaded on 03/17/2010 for the course ACCT acct 4360 taught by Professor Robert during the Spring '10 term at DeVry Colorado Springs.

Ask a homework question - tutors are online