Find the fixed rate on a plain vanilla interest rate swap
Find the fixed rate on a plain vanilla interest rate swap with payments every 180 days (assume a 360-day year) for one year. The prices of Eurodollar zero coupon bonds are 0.9756 (180 days) and 0.9434 (360 days).
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find the fixed rate on a plain vanilla interest rate swap with payments every 180 days assume a 360-day year for one
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