KRW | USD | LIBOR MID |
|
---|---|---|---|
Call | on | 0.08288 | |
KOLI 1W | 1WK | 0.11325 | |
KOLI 1M | 1m | 0.16588 | |
KOLI 2M | 2m | 0.2355 | |
KOLI 3M | 3m | 0.2765 | |
KOLI 6M | 6m | 0.36425 | |
KOLI 9M | 9m | 0.43994 | |
KOLI 1Yr | 12m | 0.51563 |
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 | 1 | 0.08288 | 2.33449013525989 | 0.00 | |||
1WK | 7 | 0.11325 | 2.13802001198888 | 0.00 | |||
1M | 32 | 0.16588 | 1.83129433856214 | 0.00 | |||
2M | 62 | 0.2355 | 1.92129932252752 | 0.00 | |||
3M | 96 | 0.2765 | 1.86661957191005 | 0.00 | |||
6M | 186 | 0.36425 | 2.27602984975284 | 0.00 | |||
9M | 274 | 0.43994 | 2.27910624715886 | 0.00 | |||
12M | 365 | 0.51563 | 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 |