swap spread

milkpump · June 9, 2008, 3:54am

what was the answer to the swaption value at expiration? was it $120,000?

McLeod81 · June 9, 2008, 3:57am

milkpump Wrote: ------------------------------------------------------- > what was the answer to the swaption value at > expiration? was it $120,000? 117, you have to discount each payment to the expiration date.

sterling76 · June 9, 2008, 4:03am

McLeod81 Wrote: ------------------------------------------------------- > milkpump Wrote: > -------------------------------------------------- > ----- > > what was the answer to the swaption value at > > expiration? was it $120,000? > > > 117, you have to discount each payment to the > expiration date. agreed

viktorv · June 9, 2008, 4:07am

sterling76 Wrote: ------------------------------------------------------- > McLeod81 Wrote: > -------------------------------------------------- > ----- > > milkpump Wrote: > > > -------------------------------------------------- > > > ----- > > > what was the answer to the swaption value at > > > expiration? was it $120,000? > > > > > > 117, you have to discount each payment to the > > expiration date. > > agreed ditto