Value a 1.5 year swap, with swap rate 5.52%. Notional is 100 million. Use the following discount factors. You are told that this is a swap at initiation. Is the value accurate? Be sure to take into account any payment frequency conventions on the swap.

Question

Value a 1.5 year swap, with swap rate 5.52%. Notional is 100 million. Use the following discount factors.    You are told that this is a swap at initiation. Is the value accurate? Be sure to take into account any payment frequency conventions on the swap.

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The Answer of Value a 1.5 year swap, with swap rate 5.52%. Notional is 100 million. Use the following discount factors.    You are told that this is a swap at initiation. Is the value accurate? Be sure to take into account any payment frequency conventions on the swap.

Value a 15 Year Swap, with Swap Rate 5