... of Swaps Floating-for-floating interest rate swaps, amortizing swaps, step up swaps, forward swaps, constant maturity swaps, compounding swaps, LIBOR-in-arrears swaps, accrual swaps, diff swaps, ... 7. 10, page 170 ) Time $ cash flow Yen cash flow Forward Exch rate Yen cash flow in $ Net Cash Flow Present value -0.8 60 0.0095 57 0. 573 4 -0.2266 -0.2 071 -0.8 60 0.0100 47 0.6028 -0.1 972 -0.16 47 ... Flow Disc factor PV Bfl 0.25 4.0 -5.100 -1.100 0. 975 3 -1. 073 0 .75 4.0 -5.522 -1.522 0.9243 -1.4 07 1.25 4.0 -6.051 -2.051 0. 871 5 -1 .78 7 Total -4.2 67 Options, Futures, and Other Derivatives, 8th Edition,...