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If the MtM is settled and the fixed rate reset every period, then the exposure in the future is at most athe BPV times the swap rate change over one period MtM difference, easily modeled within any interest rate model framework.
If the MtM is settled and the fixed rate reset every period, then the exposure in the future is at most a one period MtM difference, easily modeled within any interest rate model framework.
If the MtM is settled and the fixed rate reset every period, then the exposure in the future is at most the BPV times the swap rate change over one period, easily modeled within any interest rate model framework.
If the MtM is settled and the fixed rate reset every period, then the exposure in the future is at most a one period MtM difference, easily modeled within any interest rate model framework.
