SWAP 6X1 NOTAS.xlsx

	B	C	D	E	H	I	J	K	L	N	O	Q	R	S	T	V	W	Y
1
2					d	28
3					6X1							0.15%
4			CURVA CERO TIIE
5	1	28	9.10%	0.9929719651	r	9.184%		VN	100,000,000	V_fix	4,180,906.45	1	28	8.95%	0.993087011	V_fix	4,116,594.22	64,312.23
6	2	56	9.17%	0.9859361683								2	56	9.02%	0.9861630369
7	3	84	9.23%	0.9789173826								3	84	9.08%	0.9792528953
8	4	112	9.27%	0.9719684305								4	112	9.12%	0.9724095011
9	5	140	9.32%	0.9650232678		r=(df_0-df_n)/(d/360*(df_1+…+df_n))						5	140	9.17%	0.9655668145
10	6	168	9.35%	0.9581909355								6	168	9.20%	0.9588340578
11						df_0	1
12																r	9.039%
13						r	9.184%
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