July 2011
Intermediate to advanced
741 pages
17h 32m
English
COMPLETE SOLUTION TO THE ILLUSTRATION—INTEREST RATE CAP


T-1 On recording the interest rate cap trade:

T-2 On accounting for premium on interest rate cap trade:

T-3 On accounting of receipt of the premium:

T-4 On accounting for interest payable on interest rate cap:


T-5 On valuation of interest rate cap as on date:

T-6 On reversal of existing net present value of interest rate cap on the next valuation date:

T-7 On valuation of interest rate cap as on date:

T-8 On reversal of existing net ...
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