John in your example 1 on interest rate swaps, could the counter parties benefit from a swap if company x wanted to borrow floating and company y wanted to borrow fixed?
If yes could you show me how to calculate it please? I can't make it work :(
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Interest rate swaps
10y ago#1No - they could not benefit is X wanted floating and Y wanted fixed (and so they would not enter into a swap).
A swap will only ever benefit if it is 'one way round' :-)
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