I think we all agree upon the Notional Principals.
The market values of the Leveraged Floater and the Fixed Rate Bond, and coupon rate(ci) of the bond will be determined in the market environment.
IMO, our focus is on the role of Swap.
I think we all agree upon the Notional Principals.
The market values of the Leveraged Floater and the Fixed Rate Bond, and coupon rate(ci) of the bond will be determined in the market environment.
IMO, our focus is on the role of Swap.