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John Moffat.
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afia.a2109
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Hi John,
In your lecture related to Interest swaps, I could very well understand the concept. However, I could not find how the interest swap calculations are performed in the case of intermediaries like Bank.
I could find questions/separate topic in Kaplan which reads as follows- “Calculation involving swap quotes from intermediaries”. In this topic they have discussed about ‘ask rate’ & ‘bid rate’ followed by illustration & questions. I could not understand their working.Could you please confirm if it is examinable, if yes, please explain.
Thankyou
John Moffat
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No past exam question on swaps has ever required more than what is explained in my lectures 🙂
afia.a2109
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