Interest rate swap question
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?
Hi mikey2021, whoops, looks like nobody chimed in here.... maybe one of these discussions below is relevant:
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If those topics were completely useless, don't blame me, blame my programmers...
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