Act as a swap bank and quote bid and ask prices to A and B that are attractive to A and B and promise to make at least 20bp for your firm.
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Q70: Explain how this opportunity affects which swap
Q72: What would be the interest rate?
Q77: Explain how this opportunity affects which swap
Q79: Show how your proposed swap would work
Q82: Consider the situation of firm A
Q85: Explain how firm B could use the
Q87: Explain how firm B could use two
Q88: Devise a direct swap for A and
Q97: Explain how firm A could use two
Q99: An interest-only currency swap has a remaining
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