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Strike Rates - IRO Examples

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

Interest Rate Option Functions:

 

Copy and paste this date range into the appropriate cells in Excel.

Cap Rate

.

 

6.0000%

6.0125%

6.0250%

6.0375%

6.0500%

6.0625%

6.0750%

6.0875%

6.1000%

6.1125%

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