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CH16 - Chapter 16 Other Derivatives 16-1 Floating Rate Note...

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16-1 Chapter 16 Other Derivatives
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16-2 Floating Rate Note emium Pr Index   Rate Interest term - Short Rate Interest + =
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16-3 Firm L Fixed rate  loan Swaps  dealer Firm S Floating  rate loan Interest Rate Swap 9% [LIBOR + 1.30%] 9.15% 9.30% LIBOR + 0.10% LIBOR + 0.10%
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16-4 Fixed and Floating Rates for Firms L and S Firm L Firm S Fixed Rate 9% 11% Floating Rate LIBOR + 0.30% LIBOR + 1.30%
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16-5 Interest Paid in Swaps Pays Interest on Long-Term Fixed-Rate Bond -9% Receives Fixed Rate from Swaps Dealer 9.15% Pays Floating Rate to Swaps Dealer
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