IMPLIED KRW RATE
Implied KRW Rate
SPOT
 
KRW USD LIBOR
MID
BENCHMARK & MANUAL
STSW days mid LIBOR
RATE
KRW rate
(by using LIBOR)
Implied KRW
USD
RATE
KRW rate
(by using my rate)
Implied KRW
SWAP POINT CONVERSION
KRW rate days
USD rate
SWAP
USD rate days
SWAP
KRW rate
KRW rate days
SWAP
USD rate
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