Pricing Interest Rate and currency Swaps. Up-front fee. Valuation (MTM)



Similar documents
Chapter 6 Interest Rates and Bond Valuation

Interest Rate Swap Pricing: A Classroom Primer

INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES

4. International Parity Conditions

Conceptually calculating what a 110 OTM call option should be worth if the present price of the stock is

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation

FORWARD AND FUTURES CONTRACTS

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS

Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.

Markit Excess Return Credit Indices Guide for price based indices

A Note on Construction of Multiple Swap Curves with and without Collateral

WHAT ARE OPTION CONTRACTS?

Pricing Single Name Credit Derivatives

Return Calculation of U.S. Treasury Constant Maturity Indices

NASDAQ-100 Futures Index SM Methodology

Chapter 6: Business Valuation (Income Approach)

An Introductory Note on Two Curve Discounting 1

Table of contents Chapter 1 Interest rates and factors Chapter 2 Level annuities Chapter 3 Varying annuities

Risk Modelling of Collateralised Lending

LIFE INSURANCE WITH STOCHASTIC INTEREST RATE. L. Noviyanti a, M. Syamsuddin b

CALCULATION OF OMX TALLINN

RC (Resistor-Capacitor) Circuits. AP Physics C

Developing Equity Release Markets: Risk Analysis for Reverse Mortgage and Home Reversion

Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities

Option Put-Call Parity Relations When the Underlying Security Pays Dividends

Hedging with Forwards and Futures

SHB Gas Oil. Index Rules v1.3 Version as of 1 January 2013

Curve Building and Swap Pricing in the Presence of Collateral and Basis Spreads SIMON GUNNARSSON

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE

INSTITUTE OF ECONOMIC STUDIES

The fair price of Guaranteed Lifelong Withdrawal Benefit option in Variable Annuity

FUTURES AND OPTIONS. Professor Craig Pirrong Spring, 2007

Individual Health Insurance April 30, 2008 Pages

Present Value Methodology

Chapter 7. Response of First-Order RL and RC Circuits

The Interest Rate Risk of Mortgage Loan Portfolio of Banks

Foreign Exchange and Quantos

ABSTRACT KEYWORDS. Term structure, duration, uncertain cash flow, variable rates of return JEL codes: C33, E43 1. INTRODUCTION

Morningstar Investor Return

Structured products: Pricing, hedging and applications for life insurance companies

I. Basic Concepts (Ch. 1-4)

S&P 500 Dynamic VIX Futures Index Methodology

Description of the CBOE S&P 500 BuyWrite Index (BXM SM )

Journal Of Business & Economics Research September 2005 Volume 3, Number 9

Pricing Futures and Futures Options with Basis Risk

Nikkei Stock Average Volatility Index Real-time Version Index Guidebook

LEASING VERSUSBUYING

13. a. If the one-year discount factor is.905, what is the one-year interest rate?

cooking trajectory boiling water B (t) microwave time t (mins)

The yield curve, and spot and forward interest rates Moorad Choudhry

GMWB For Life An Analysis of Lifelong Withdrawal Guarantees

Option Pricing Under Stochastic Interest Rates

Full-wave Bridge Rectifier Analysis

Relationships between Stock Prices and Accounting Information: A Review of the Residual Income and Ohlson Models. Scott Pirie* and Malcolm Smith**

Fixed Income Analysis: Securities, Pricing, and Risk Management

Depreciation and Corporate Taxes

Cointegration: The Engle and Granger approach

THE FIRM'S INVESTMENT DECISION UNDER CERTAINTY: CAPITAL BUDGETING AND RANKING OF NEW INVESTMENT PROJECTS

Returns to defaulted corporate bonds

An Interest Rate Swap Volatility Index and Contract

Skewness and Kurtosis Adjusted Black-Scholes Model: A Note on Hedging Performance

Premium indexing in lifelong health insurance

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)

Modeling VIX Futures and Pricing VIX Options in the Jump Diusion Modeling

The Transport Equation

Chapter 1.6 Financial Management

Term Structure of Prices of Asian Options

Chapter 9 Bond Prices and Yield

Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m

The Grantor Retained Annuity Trust (GRAT)

Inductance and Transient Circuits

Fifth Quantitative Impact Study of Solvency II (QIS 5) National guidance on valuation of technical provisions for German SLT health insurance

The Time Value of Money

When Do TIPS Prices Adjust to Inflation Information?

The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees.

Differential Equations and Linear Superposition

IMPLICIT OPTIONS IN LIFE INSURANCE CONTRACTS FROM OPTION PRICING TO THE PRICE OF THE OPTION. Tobias Dillmann * and Jochen Ruß **

Transient Analysis of First Order RC and RL circuits

Imagine a Source (S) of sound waves that emits waves having frequency f and therefore

Markov Chain Modeling of Policy Holder Behavior in Life Insurance and Pension

The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees

Is market value-based residual income a superior performance measure compared to book value-based residual income?

GUIDE GOVERNING SMI RISK CONTROL INDICES

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary

The naive method discussed in Lecture 1 uses the most recent observations to forecast future values. That is, Y ˆ t + 1

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling

PRESSURE BUILDUP. Figure 1: Schematic of an ideal buildup test

Capital budgeting techniques

Transcription:

Pricing Ineres Rae an currency Swas. U-ron ee. Valuaion (MM) A lain vanilla swa ricing is he rocess o seing he ixe rae, so ha he iniial value o he swa is zero or boh couneraries. hereaer i is osiive or one counerary making i an asse an negaive or anoher counerary making i a liabiliy. I is oun by comaring he agree ixe rae o he curren ixe rae on a swa having he same mauriy as he original agreemen. he rocess o valuaion is calle mark-o-marke. A lain vanilla ineres swa s rae is is ixe rae. Alhough he swa ixe rae is quoe o he reasury yiel curve, i is rice o an aroriae orwar curve corresoning o he loaing reerence rae on he swa. he swa s ixe rae shoul be esablishe a he level so ha he resen value o he ixe cash lows evenually ajuse by an u-ron ee equals he resen value o he loaing cash lows imlie by he orwar raes. hese orwar raes may be observe, calculae or esimae. he aroriae so raes are use as iscouning raes. Swa wih a LIBOR/WIBOR as a reerence rae he FRA ineres raes In he Unie Saes he FRA rices are erive rom he observe LIBOR orwar curve (Euroollar uures) because i inicaes irecly he levels o he loaing ineres rae ha can be locke in by arbirage ransacions. In Polan insea WIBOR uures o no exis an he FRA rices may be erive only using imlie orwar raes, which are inerre rom he WIBOR an WIBID so ineres raes an evenually ineres raes observe in he FX swa marke. Swa wih a enor u o years In he Unie Saes an in Polan he ixe rae o he ineres rae swa wih a enor o u o wo years is esablishe using he observe FRA ineres raes. Swa wih a enor beween an 0 years In he Unie Saes he ixe rae o he ineres rae swa wih a enor o beween an 0 years is esablishe using he observe LIBOR orwar curve (Euroollar uures). In Polan WIBOR uures o no exis. he orwar curve or WIBOR mus be esimae o he orwar curve or reasury securiies. he ollowing roceure or a U.S. swa exceeing 0 years alies. Swa wih a enor exceeing 0 years In he Unie Saes he ixe rae o he ineres rae swa wih a enor exceeing 0 years is esablishe using esimae orwar raes. hese esimae LIBOR orwar raes are reice using he orwar raes or reasury securiies an ineenenly orecase ED (reasury Euroollar Dierence). he orwar raes or reasury securiies are imlie orwar raes calculae using so reasury curve. he so reasury curve is someimes irecly observe bu i is usually erive using he boosraing roceure.

Derivaives on Financial Marke 439-0345 Swa wih a reasury yiel as a reerence rae Assuming ha loaing-rae aymens are mae on he basis o a/ an ixe-rae aymens are mae on he basis o a/ (oher assumions will be inrouce subsequenly) - s + z + z where - - orwar rae, number o ays in erio noional rincial in erio, s swa ixe rae, z so rae (iscouning rae, PP 0 u-ron ee, erio (,,...,), s Swa ixe rae is equal o: - + z + z + PP 0 Swa wih a WIBOR (LIBOR) rae - s () + z + z Swa ixe rae is equal o: s - - + z - + z

Derivaives on Financial Marke 439-0345 Problem. Pricing FRA raes using Euroollar uures Suose oay is: 0--98. hree-monh LIBOR is 5,5% he hree-monh orwar raes or Euroollar uures conracs are ollowing: Mauriy Rae -98 5,9% 03-99 4,86% 06-99 4,86% 09-99 4,89% -99 5,6% 03-00 5,0% 06-00 5,09% 09-00 5,5% Require (a) Calculae he rices or a series 3 x 6, 6 x 9, 9 x, x 5, 5 x 8, 8 x, x 4 o FRA ransacions base on Euroollar uures. (b) Calculae he rices or a series 6 x, x 8, 8 x 4 o FRA using raes calculae in ar (a). Soluion (a) A 3 x 6 FRA rae is calculae as a weighe average o December an March Euroollar uures raes. he number o ays beore an aer March uures conrac ivie by he number o ays or a FRA ransacion are use as weighs. 0--98 0-0-99 0-05-99 3 x 6 FRA 3 ays 66 ays Euroollar uures conracs 4--98 5-03-99 4-06-99 5,9% 4,86% he FRA raes or a series o seven conracs: FRA Meho o calculaion 3 x 6 (5,9% * 3 ays + 4,86% * 66 ays) : 89 ays 4,95% 6 x 9 (4,86% * 5 ays + 4,86% * 67 ays) : 9 ays 4,86% 9 x (4,86% * 4 ays + 4,89% * 68 ays) : 9 ays 4,88% x 5 (4,89% * 3 ays + 5,6% * 69 ays) : 9 ays 5,09% 5 x 8 (5,6% * ays + 5,0% * 68 ays) : 90 ays 5,05% 8 x (5,0% * 30 ays + 5,09% * 6 ays) : 9 ays 5,07% x 4 (5,09% * 9 ays + 5,5% * 63 ays) : 9 ays 5,3% 3

Derivaives on Financial Marke 439-0345 Calculaions are mae using he ollowing able Fuures Fuures FRA Fuures FRA Forwar Days ( mauriy rae s ae mauriy n ae ) Days ( ) rae -98 5,9% 0--98 4--98 0-0-99 4 68 5,5% 03-99 4,86% 0-0-99 5-03-99 0-05-99 3 66 4,95% 06-99 4,86% 0-05-99 4-06-99 0-08-99 5 67 4,86% 09-99 4,89% 0-08-99 3-09-99 0--99 4 68 4,88% -99 5,6% 0--99 3--99 0-0-00 3 69 5,09% 03-00 5,0% 0-0-00 3-03-00 0-05-00 68 5,05% 06-00 5,09% 0-05-00 9-06-00 0-08-00 30 6 5,07% 09-00 5,5% 0-08-00 8-09-00 0--00 9 63 5,3% (b) FRA Meho o calculaion 6 x ( + 4,86% * 9/ ) ( + 4,88% * 9/ ) ( + FRA 6x * 84/) hus FRA 6x 4,90%. x 8 ( + 5,09% * 9/ ) ( + 5,05% * 90/ ) ( + FRA x8 * 8/) hus FRA x8 5,0%. 8 x 4 ( + 5,07% * 9/ ) ( + 5,3% * 9/ ) ( + FRA8 x4 * 84/) hus FRA 8x4 5,3%. 4

Derivaives on Financial Marke 439-0345 Problem. Pricing Ineres Rae Swa O he FRA Curve he curren FRA erm srucure is FRA Rae Days ( ) 0 x 6 5,33% 8 6 x 4,904% 84 x 8 5,036% 8 8 x 4 5,34% 84 he noional rincial o he swa is $00 million. (a) Deermine he ixe rae on he wo-year ineres swa using FRA raes an he ollowing ay-coun convenions: "30/", "acual/" an "acual/". (b) Deermine he ixe rae on he wo-year ineres swa uner he assumion ha he ixe-rae receiver will ay u-ron ee equal o % o he noional rincial? Soluion (a) - - - + k a - - a 0 x 6 00 8 5,3% 0,503 0,58% 0,58% 97,48%,5 6 x 00 84 4,90% 0,5 0,5% 05,5% 95,0% 4,9 x 8 00 8 5,0% 0,506 0,58% 07,86% 9,7% 7,3 8 x 4 00 84 5,3% 0,5 0,6% 0,69% 90,34% 9,7 he ixe swa raes or semiannual selemens are no equal o ixe swa raes or quarerly selemens. a s 30/ a s a/ a s a/ 0 x 6 48,7 5,66% 48,3 5,044% 49,0 5,33% 6 x 96,3 5,0869% 96,3 5,0874% 97,6 5,077% x 8 4,6 5,08% 4,5 5,57% 44,5 5,0456% 8 x 4 87,8 5,434% 88, 5,370% 90,7 5,0666% he ixe swa rae on a wo-year ineres swa is 5,434% (30/ basis), 5,370% (a/ basis), an 5,0666% (a/ basis). (b) As he ixe-rae receiver ays an u-ron ee, he swa ixe raes are lower. a s 30/ a s a/ a s a/ 0 x 6 48,7,0584% 48,3,067% 49,0,055% 6 x 96,3 3,0099% 96,3 3,00% 97,6,9690% x 8 4,6 3,7087% 4,5 3,73% 44,5 3,664% 8 x 4 87,8 4,0785% 88, 4,0734% 90,7 4,076% 5

Derivaives on Financial Marke 439-0345 Problem 3. Pricing an Valuaion o FRA he curren erm srucure o WIBOR is 9 -ay WIBOR 5,00% 8 -ay WIBOR 5,0% he noional rincial is $00 000. (a) Calculae FRA. (b) I is 6 ays laer an he relevan erm srucure is 3 -ay WIBOR 4,99% 0 -ay WIBOR 4,84% Deermine he marke value o he FRA. (c) On he exiraion ay, 89-ay WIBOR is 4,00%. Deermine he aymen. Soluion (a) 05--05 05-0-06 05-05-06 he FRA rae is: z + z + 9 5,00% 8 5,0% 5,34% (b) 05--05 05-0-06 05-05-06 9 5,00% 05-0-06 8 5,0% 6 3 4,99% 0 4,84% 6

Derivaives on Financial Marke 439-0345 he value o FRA will be V or + ' ' ' ' z z + + ' ' z + -37,7 4,77% V (c) A exiraion, he ayo is -37,7 V or + '' ' z + '' z '' ' z + V -33,45-33,45 Problem 4. Pricing an Valuaion o IRS Consier a one-year ineres swa wih semiannual aymens. (a) Deermine he ixe rae on he swa. he curren srucure o WIBOR so raes is given as ollows. Days 84 WIBOR 4,50% 4,60% (b) 53 ays laer, he erm srucure is as ollows: Days 3 WIBOR 4,99% 4,77% Deermine he marke value o he swa rom he ersecive o he ary aying he ixe rae an receiving he loanig rae. Assume he noional rincial o $00 000 million. 7

Derivaives on Financial Marke 439-0345 Soluion (a) s + z + z 4,55% 84 z 4,50% 4,60% /(+z /) 0,9778 0,9560 - - 84 8 ( - - )/ 0,504 0,4959 Σ ( - - )//(+z /) 0,499 0,474 0,9670 (b) - + s MM + z + z + z he resen value o loaing aymens Number o ays 84 Floaing rae (leas reerence ae) 4,50% Cash lows,07 Number o ays 3 So rae 4,99% Presen value acor 0,996 Discoune cash low,084 he resen value o remaining ixe aymens: Number o ays 84 8 Swa ixe rae 4,55% 4,55% Cash lows 0,09,06 Number o ays 3 So rae 4,99% 4,77% Presen value acor 0,9958 0,9730 Σ Discoune cash low 0,08 0,9950,078 Dierence 0,0006 x 00 000 58 8