I have a question about interest rate swaps. Suppose bank A wants to hedge against a possible move on interest rates, does the counterparty need to know what the notional amount bank A is ?
And are floating payments always quarterly or they dependent on the decision of both parties?
How do we get the coupon value?
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Hi mikey2021, whoops, looks like nobody chimed in here.... maybe one of these discussions below is relevant:
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