The question is to calculate the notional principal of a Swap and there are 3 swap to choose.
Use which swap depends on the duration of the swap or other condition ?
Thx
The question is to calculate the notional principal of a Swap and there are 3 swap to choose.
Use which swap depends on the duration of the swap or other condition ?
Thx
They want you to choose the swap with the smallest notional amount.
I understand, thx S2000Magician
You’re quite welcome.
…not sure if the question was for real nor the answer was for real.
The answer was for real.
S2000 does not joke with <50 days to go.
That means: use the swap with the highest duration?
Yes: the highest net duration.