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Forward Price Curve - Interest Rate Swap Examples

This business holiday schedule is used in conjunction with the following examples:

 

Copy and paste this curve into the appropriate cells in Excel.

Effective Date

Price

 

 

.

 

 

 

20 April 2003

$1,000,000

1 October 2003

$900,000

1 October 2004

$800,000

3 october 2005

$700,000

2 October 2006

$600,000

1 October 2007

$500,000

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