Skip to content

ACCA Forums

AFMInterest rate swap

Former userFormer user4y ago

[Content removed at user request]

SSaurabh4y ago#1
First see which rate has the highest difference, fixed or variable, in the question you have mentioned, the fixed rate has the highest difference. Then see which party is able to get the cheaper rate in the rate having highest difference. Buryecs is able to get the fixed rate cheaper than the counterparty, so the fixed rate is taken.
Sign into reply to this topic.