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Value a 15 Year Swap, with Swap Rate 5

Question 7

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Value a 1.5 year swap, with swap rate 5.52%. Notional is 100 million. Use the following discount factors. Value a 1.5 year swap, with swap rate 5.52%. Notional is 100 million. Use the following discount factors. You are told that this is a swap at initiation. Is the value accurate? Be sure to take into account any payment frequency conventions on the swap. You are told that this is a swap at initiation. Is the value accurate? Be sure to take into account any payment frequency conventions on the swap.

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The value of the swap is zero....

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