No.PZ2020021204000047 (问答题)来源: 原版书
Company A can borrow at a fixed rate of 4.3% for five years and at a floating rate of Libor plus 30 basis points. Company B can borrow for five years at a fixed rate of 5.9% and at a floating rate of Libor plus 100 basis points. As a swaps trader you are in touch with both companies and know that Company A wants to borrow at a floating rate and that Company B wants to borrow at a fixed rate. Both companies want to borrow the same amount of money. Design a swap where you will earn 10-basis points, and which will appear equally attractive to both sides.
这道题的解析中，If the bank pays X% to A we require 4.3% + Libor - X% = Libor - 0.1% so that X = 4.4. Similarly, if B pays Y% to the bank, we require Y% + 1% = 5.5% so that Y = 4.5. 最后这段内容和图不能理解。老师我自己画的图长这样，请老师看看有什么问题
