What is the market Value of the SWAP on the date you create the SWAP? Attach a screenshot of the Cash Flows for the Leg: Receive Float What is the DV01 for the fixed payer? What does it mean?
On the day you get to the Bloomberg terminal, use the SWPM function and start analyzing the fixed-float SWAP given the following: Notional = 100 Million, Currency: USD, Tenor: 5 years, Leg 1: Pay fixed, Pay Frequency: Semi-Annual, Leg 2: Receive Float, Reset Frequency : Quarterly, Pay Frequency: Quarterly, use the interest rates posted on […]