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I read the examiner article on valuation of swap contract using interest rate forward.
I pretty much understood the whole thing but when i did this question i couldnt understand why the the value of 60 basis points is not included in receipts from bank , because in article receipt value was adjusted with forward rate plus basis points and payment was deducted from this figure.
And what do you think how likely is it for this topic to feature in june 2015 exam , i mean is it considered as an important topic?
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