Economy, asked by drakeshranjan9208, 1 year ago

A swap quote of libor/fixed 5 year swap at 85/95 over 5 year treasury by a bank means that

Answers

Answered by kanika575
0

Explanation:

A swap quote of LIBOR/fixed 5 year swap at 85/95 over 5 year treasury by a bank means that the bank is willing to pay 5 year treasury+ 85 basis points and receive Libor. The bank is willing to receive 5 year treasury +95 basis points and pay LIBOR.

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