0
the formula is:
Notional principal [underlying market rate at expiration - FRA rate (days in underlying/360) / [1 + underlying market rate at expiration (days in underlying /360)]
So if your notional was AUD$10m; FRA rate quoted for say a 1/4 contract was 4%; market rate at expiration was 5%, then:
= 10m [0.05 - 0.04 (90/360) / [1+ 0.05 (90/360)
The Long would receive under this payoff scenario given market rates have increased.
NB 'underlying' refers to the reference interest rate, and 'days in underlying' refer to the term of this reference rate i.e 90-day BBSY
Wiki User
∙ 14y ago
Add your answer:
Earn +20 pts
When was Aud Folkestad born?
Aud Folkestad was born in 1953.
When did Aud Talle die?
Aud Talle died in 2011.
When did Aud the Deep-Minded die?
Aud the Deep-Minded died in 900.
What was the last rock concert at buffalo Memorial auditorium?
Okay so not really sure if you'd qualify it as a "Rock Concert" but I'm pretty sure it was Gloria Estefan. It was Gloria, in late August, 1996. Heard it was a great concert. There were 19 semi-trucks (I counted them) outside of the Aud the day of the show. There were two buses parked right behind the Aud -- one with her cast, and one with her. Other shows in the twilight summer of the Aud were Meatloaf, Rod Stewart, and a bloody UF contest that helped to result in the ban in New York State, which still exists today. Hope this was helpful to my fellow Aud lovers!
How do you unlock grudge matches in modnation racers?
you need to get gold on all the cups and you already have,there are 8
What is the value of Australian uncirculated set from 1989-1999?
RAM Australian uncirculated sets - * 1989 - $40 AUD * 1990 - $120 AUD * 1991 - $40 AUD * 1992 - $80 AUD * 1993 - $60 AUD * 1994 - $40 AUD * 1995 - $60 AUD * 1996 - $55 AUD * 1997 - $90 AUD * 1998 - $40 AUD * 1999 - $50 AUD
150 AUD IN GBP?
150.00 AUD = 97.56 GBP1 AUD = 0.6504 GBP1 GBP = 1.5375 AUD
What Is A Payoff Phase?
payoff phase
What is 0.99 aud converted to usd?
0.99 AUD = 1.0362 USD1 AUD = 1.0466 USD1 USD = 0.95545 AUD
How much is 50k aud in usd?
50,000.00 AUD = 52,331.00 USD1 AUD = 1.0466 USD1 USD = 0.95545 AUD
What movie and television projects has Ulrikke Greve been in?
Ulrikke Greve has: Played Vibeke Sagen in "Broder Gabrielsen" in 1966. Played Marion in "Min Marion" in 1975. Played Gro in "Heksene fra den forstenede skog" in 1976. Played Aud Helmer in "Farlig yrke" in 1976. Played Aud Helmer in "Saken Ruth Wang" in 1977. Played Fru Helmer in "Solospill" in 1977. Played Aud Helmer in "Septembermordet" in 1981. Played Agnes in "Congratulations" in 2010.
When did Fra' Moriale die?
Fra' Moriale was born in 1303.
115 aud dollars equals how many euros?
115.00 AUD = 92.13 EUR1 AUD = 0.80109 EUR1 EUR = 1.2483 AUD
What is the birth name of Aud Cruster?
Aud Cruster's birth name is Olsen, Cruster Aud.
What is the birth name of Lino Del Fra?
Lino Del Fra's birth name is Pasqualino Del Fra.
What dates are the highest value for Australian Halfpennys?
The highest values quoted below are for uncirculated coins in mint condition. Circulated coins will have a significantly lower value. 1939 - $1,750 AUD 1931 - $1,700 AUD 1930 - $1,700 AUD 1928 - $1,200 AUD 1925 - $1,450 AUD 1924 - $2,350 AUD 1923 - $65,000 AUD 1918 - $4,500 AUD 1915 - $8,500 AUD 1914 - (mintmark = H) $1,350 AUD 1914 - (no mintmark) $1,650 AUD If you are fortunate enough to find one of these, a reputable coin dealer will be able to give a more accurate valuation.
When was Killer's Payoff created?
Killer's Payoff was created in 1958.
