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Sir, in a situation when we are not told who is borrowing at the fixed rate and who is borrowing at the floating rate e.g mock exam 2 in the BPP revision kit( i assumed CMC borrowed at fixed and the counterparty borrowed at floating and my end result was different). What should be done?
That was an unusual question, but you organise the swap in whichever way ends up giving a net saving.
You can find my lectures working through the whole of this question if you click on ‘Revision Kit Live’ on the main AFM page.
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