Essential condition for fixed-for-floating interest rate
Specify the essential condition for the fixed-for-floating interest rate swap to be possible?
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For the fixed-for-floating interest rate swap to be possible it is required for a quality spread differential to exist. In common, default-risk premium of the fixed-rate debt will be larger than the default-risk premium of floating-rate debt.
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I have worked the problem. I need to know if it is correct. If not, what I'm missing.
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