Input Calculations

12-month Interest Paid on Realized P/L of

Interest 3 CP 15 months FRA 3 months Future Value of
Notional Prinviple 50000000 months hence hence hence P/L on FRA
Forward Rate 5.45% 3% $ 1,500,000.00 $ 1,189,320.39 $ 1,225,000.00
Loan Period 12 4% $ 2,000,000.00 $ 697,115.38 $ 725,000.00
Months within Year 12 5% $ 2,500,000.00 $ 214,285.71 $ 225,000.00
6% $ 3,000,000.00 $ (259,433.96) $ (275,000.00)
7% $ 3,500,000.00 $ (724,299.07) $ (775,000.00)
8% $ 4,000,000.00 $ (1,180,555.56) $ (1,275,000.00)
 Effective
Total Effective Borrowing
Interest Payment Rate
$ 2,725,000.00 5.45%
$ 2,725,000.00 5.45%
$ 2,725,000.00 5.45%
$ 2,725,000.00 5.45%
$ 2,725,000.00 5.45%
$ 2,725,000.00 5.45%