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Dá bhrí sin, maidir le cuar réamhcheaptha LIBOR 3 mhí le haghaidh na saolré den dliteanas sin atá fágtha, a fhad nach dtiteann sé faoi bhun 20 bonnphointe, tá an athraitheacht sreafa airgid chéanna ag an mír fhálaithe agus atá ag dliteanas a shaothraíonn ús ar LIBOR 3 mhí le raon difríochta nialasach nó dearfach.
Hence, as long as the three-month LIBOR forward curve for the remaining life of that liability does not fall below 20 basis points, the hedged item has the same cash flow variability as a liability that bears interest at three-month LIBOR with a zero or positive spread.