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Interest rate swaps

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#1 (permalink)

04-22-2009, 10:31 PM

phild

Junior Member

Join Date: Mar 2009

Posts: 2

Interest rate swaps

Hello there..
I am stuck in an exercise concerning swaps.
the exercises gives 4 six-month euribor rates but asks me for annual cash flows. the rates are 7,5 8 7,5 6%
Adding to that, it is said that the two successive six-month rates are compounded. I don't really get how I should compound the rates now..or how I get a annual swap rate from two six month rates..
anyone an idea?
:-)
BR

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