Long description
Year |
Six-Month LIBOR Rate |
Fixed-Rate Coupon |
Floating-Rate Coupon |
Net Swap Cash Flow |
|---|---|---|---|---|
A |
B |
C |
D |
E |
0.00 |
8.50% |
|||
0.50 |
7.20% |
$12,187,500 |
$10,625,000 |
($1,562,500) |
1.00 |
10.00% |
$12,187,500 |
$9,000,000 |
($3,187,500) |
1.50 |
9.30% |
$12,187,500 |
$12,500,000 |
$312,500 |
2.00 |
9.80% |
$12,187,500 |
$11,625,000 |
($562,500) |
2.50 |
10.80% |
$12,187,500 |
$12,250,000 |
$62,500 |
3.00 |
11.30% |
$12,187,500 |
$13,500,000 |
$1,312,500 |
3.50 |
11.50% |
$12,187,500 |
$14,125,000 |
$1,937,500 |
4.00 |
10.50% |
$12,187,500 |
$14,375,000 |
$2,187,500 |
4.50 |
9.50% |
$12,187,500 |
$13,125,000 |
$937,500 |
5.00 |
$12,187,500 |
$11,875,000 |
($312,500) |
|
$12,187,500 is 9.75% divided by 2 multiplied by $250 million |
$10,625,00 is 8.5% divided by 2 multiplied by $250 million ... |
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