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Sembilan Co Q3 Jun 2012

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Sembilan Co Q3 Jun 2012

  • This topic has 1 reply, 2 voices, and was last updated 8 years ago by John Moffat.
Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • February 23, 2017 at 12:21 am #373751
    sami12185
    Participant
    • Topics: 24
    • Replies: 39
    • ☆☆

    Sir,
    Please help me out i m freakin out due to this question.

    In the question it is clearly stated that after swap S Co will receive based on current yield curve rate.

    Why in examiner answer he is using forward rates.

    Secondly I am totaly unable to understand the swap setup in answer by examiner as it is no where near to what i have learned from ur lecture. From where on earth examiner brings these approches which are almost impossible to understand.

    Your help is eagerly needed please help me out to understand and solve this question it’s grinding me.
    Kind Regards

    February 23, 2017 at 9:27 am #373793
    John Moffat
    Keymaster
    • Topics: 57
    • Replies: 54759
    • ☆☆☆☆☆

    The spot rates given are the rates quoted now for borrowing of 1, 2, 3 or 4 years. If they swap then they will receive interest based on the current rates. Although the wording is maybe a bit unclear here, it means that they will receive interest based on whatever the rate happens to be for the year. The forward rates are the best estimates available.

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Viewing 2 posts - 1 through 2 (of 2 total)
  • The topic ‘Sembilan Co Q3 Jun 2012’ is closed to new replies.

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