answersLogoWhite

0


Best Answer

Weight each repayment by the time it is repaid in years. So if 1 mio is repaid in 5.5 years multiply 1 mio * 5.5. Continue this process for each repayment and then add all the results.Divide this result by the maximum notional and that is the average life of the amortiziation part of the swap. I would then add the difference in years between the first drawdown and the peak notional.In this case if the first drawdown is at time 0 and the the peak notional is at 5.5 years (i.e. just as the first repayment is made) just add 5.5 to your result above.

User Avatar

Wiki User

14y ago
This answer is:
User Avatar

Add your answer:

Earn +20 pts
Q: How would you calculate the average life of a roller-coaster swap?
Write your answer...
Submit
Still have questions?
magnify glass
imp
Related questions

When was Life Is a Rollercoaster created?

Life Is a Rollercoaster was created on 2000-07-10.


Complete this Ronan Keating song title life is a?

Life Is A Rollercoaster.


Life is a rollercoaster?

it means life is full of surprises and u don't know when it will stop till the end


What is that party song that goes she likes to party on the movie to save a life?

rollercoaster


What has the author TREVOR MERRIDEN written?

TREVOR MERRIDEN has written: 'ROLLERCOASTER: THE TURBULENT LIFE AND TIMES OF VODAFONE AND CHRIS GENT'


What is the meaning for life's a roller coaster in Ronan Keating song lyrics?

If i understand your question correctly, when Ronan Keating sung "life is a rollercoaster" he meant that life has its ups and downs, the good things and the bad things. he says "life is a rollercoaster, you just gotta ride it" meaning life has its ups and downs and you just have to go with it because it will all turn out OK in the end, and you can't fight against fate!! hope this helps xx


Why is slope so important in life?

Slope is important because it tells the steepness of a rollercoaster or can be used to figure out how high or tall something is!


What is the average life span of a healthy human?

it depends on the country but the average would be 84~87


What has the author Sondra Gotlieb written?

Sondra Gotlieb has written: 'Washington rollercoaster' -- subject(s): Biography, Ambassadors' spouses, Social life and customs


How do you calculate a life interest?

1.To calculate the fair market fair rent 2. To Calculate Y.P. for life interest 3. To Capitalize the rent using Y.P. for life interest.


What is the average life span of mold?

The average lifetime of mold would depend on it's environment. It would vary to 4 to 5 years at the least.


What are the uses of average in your daily life?

Credit card companies use average daily balance to calculate interest charges. Each day's balance is added together, and then divided by the number of days in the billing cycle.