问题: 翻译二
(2) Under the terms of an interest rate swap, a financial institution has agree to pay 10% per annum and to receive three-month LIBOR in return of a notional principal of 100 million with payments being exchanged every three months. The swap has a remaining life of 14 months. The discount rate is 12% per annum for all maturities and the rates are compounded quarterly. The three-month LBOR rate one month ago was 11.8% per annum for all maturities. What is the value of the swap?
谢谢帮助
解答:
（ 2 ）根据合同条款的一项利率掉期，金融机构已同意支付每年10 ％ ，并接受为期3个月的伦敦银行同业拆息在返回的名义本金亿并要支付交换了每3个月。调剂中心有剩余寿命14个月。折扣率是12 ％ ，每半年对所有的债券，期限和利率更为复杂季刊。为期3个月的lbor率一个月前的11.8 ％ ，每半年对所有债券。什么是价值的调剂吗？
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