COMPLETE SOLUTION TO THE ILLUSTRATION—INTEREST RATE COLLAR
T-1 On purchase of interest rate collar trade:
T-2 On accounting for premium on purchase of interest rate collar trade:
T-3 On accounting for payment of the premium:
T-4 On accounting of interest income on interest rate collar:
T-5 On valuation of interest rate collar as on date:
T-6 On accounting of interest accrued on valuation date:
T-7 On reversal of interest accrual on coupon date:
T-8 On accounting of interest income on interest rate collar:
T-9 On reversal of net present value of interest rate collar:
T-10 On valuation of ...
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