| KRW | USD | LIBOR MID |
|
|---|---|---|---|
| Call | on | 1.57338 | |
| KOLI 1W | 1WK | 1.58225 | |
| KOLI 1M | 1m | 1.6585 | |
| KOLI 2M | 2m | 1.66825 | |
| KOLI 3M | 3m | 1.69163 | |
| KOLI 6M | 6m | 1.71288 | |
| KOLI 9M | 9m | 1.75744 | |
| KOLI 1Yr | 12m | 1.802 | |
| KRW rate | days | |
| USD rate | ||
| SWAP | 0.0847 | |
| USD rate | days | |
| SWAP | ||
| KRW rate | 3.9641 | |
| KRW rate | days | |
| SWAP | ||
| USD rate | -1.1291 | |
| STSW | days | mid | LIBOR RATE |
KRW rate (by using LIBOR) Implied KRW |
USD RATE |
KRW rate (by using my rate) Implied KRW |
|
|---|---|---|---|---|---|---|---|
| ON | 4 | 1.57338 | 2.33449013525989 | 0.00 | |||
| 1WK | 7 | 1.58225 | 2.13802001198888 | 0.00 | |||
| 1M | 29 | 1.6585 | 1.83129433856214 | 0.00 | |||
| 2M | 62 | 1.66825 | 1.92129932252752 | 0.00 | |||
| 3M | 90 | 1.69163 | 1.86661957191005 | 0.00 | |||
| 6M | 182 | 1.71288 | 2.27602984975284 | 0.00 | |||
| 9M | 274 | 1.75744 | 2.27910624715886 | 0.00 | |||
| 12M | 366 | 1.802 | 2.36305996820393 | 0.00 |
| 1yr CRS | ||
|---|---|---|
| 1yr IRSW | ||
| 1yr IRS$ |
| 1*2 | 0 | 0 | 0 | |||
| 1*3 | 0 | 0 | 0 | |||
| 1*6 | 0 | 0 | 0 | |||
| 1*9 | 0 | 0 | 0 | |||
| 1*12 | 0 | 0 | 0 | |||
| 2*3 | 0 | 0 | 0 | |||
| 3*6 | 0 | 0 | 0 | |||
| 3*9 | 0 | 0 | 0 | |||
| 3*12 | 0 | 0 | 0 | |||
| 6*9 | 0 | 0 | 0 | |||
| 6*12 | 0 | 0 | 0 | |||
| 9*12 | 0 | 0 | 0 |
