Great Deal! Get Instant $10 FREE in Account on First Order + 10% Cashback on Every Order Order Now

Complete post-module assignment for the course Fixed Income Instruments. The attachments are NOT the assignment. It is the in-class exercises/cases and the assignment will be based on the excel...

1 answer below »
Complete post-module assignment for the course Fixed Income Instruments. The attachments are NOT the assignment. It is the in-class exercises/cases and the assignment will be based on the excel summary. The assignment solution should include all of the data in the sample solution. The assignment questions will not be provided until I log in to Canvas and share the questions. As soon as I log in the timer starts and I have five hours to complete the entire assignment. The expert will contact me when he is ready and we will log in together. We can select any time to do this. There will be six questions with multiple parts and computations. I must show all of my work, provide the data, answers, and excel work. I will need the answers to be highlighted so I can transfer to text boxes in Canvas. I must also submit one excel file with all of the answers with one tab for each question AND the answers via text as well.
Answered 1 days After Apr 16, 2021

Solution

Akhilesh answered on Apr 18 2021
142 Votes
Q1
    A
            discount rate
    0.5yr zero rate    6%    0.9712858624
    1yr zero rate    8%    0.9259259259
    swap rate    7.81%
    B
    Swap duration = Bond Duration - Floater Duration
    Bond Duration    1
    Floater Duration    0.5
    Swap Duration    0.5
    Notional    100
    Swap dollar duration    50
Q2
    A
    price today of zero...
SOLUTION.PDF

Answer To This Question Is Available To Download

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here