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The trader pays 288,654.17 DM to fund the bond (equal to the funding rate of 2.5% times the amount invoiced of 11.388 million DM times the holding period, 365/360). The trader also makes a xed payment on the swap of 600,000 DM (the 6% xed rate times the notional 10 million DM times 365/365). The amount of this payment is fully offset by the amount the trader receives from the coupon on the bond. The trader thus enjoys a net in ow of 80,823.16 DM (324,444.44 + 45,032.89 288,654.17), which represents the positive carry for the trade. While this example simpli es normal operating reality, it serves to illustrate the two main features of the bond-swap trade. The difference between the EURIBOR rate and the bond repo rate is 70 basis points (3.2% 2.5%), and the spread in yield between the swap and the government bond in the example is 20 basis points (4.143% 3.943%). Thus, with the EURIBOR rate being 70 basis points higher than the repo rate, the trade has a positive carry of 70 basis points for the rst year. In addition, the trader gains if the swap bond spread widens. At the same time, the trader s risk of loss is limited because the likelihood of German government rates exceeding swap rates is small. Exhibit 5.9 shows the spreads of asset swaps in the German government market at the beginning of January 1999, and Exhibit 5.10 plots these graphically. Clearly, the longer the maturity of the bond, the wider the credit spread. Exhibit 5.11 shows what the same curve looked like in August 1998, when credit markets were in turmoil. Spreads were generally much wider then, although the curve was smoother. EXHIBIT 5.9

8: Working with Directory Services and LDAP information be identical, whereas directory services actually encourage the opposite lots of small copies of only the data needed locally. Another advantage to directory services is that LDAP is becoming the default authentication mechanism on large software systems. LDAP provides a number of security mechanisms, and because it can have customized attribute information, it is perfect for use as the database for Web servers, secure networks, printer services, calendaring systems, and even your humble company address book. It can supply all of these on a single system, and today it is rare to find enterprise or server software that does not have the ability to hook to an LDAP database for information. LDAP is one of those quiet technologies that just creeps in everywhere and that you don't notice until everyone is using it.

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where, for two equal lenses, H1 fx ; fy H2 fx ; fy P ld0 x1 ; ld0 y1 If the pupil function P is circularly symmetric, Ht fx ; fy is also symmetric, and can be written as Ht fx ; fy Ht r where r Hence, Ht r H1 r H2 r It can be shown that this convolution is given by " # r r r r 2 2 cos 1 Ht r 1 p 2 2 2 where ( P r 1 0 0 r 1 q fx2 fy2

was already known that people had a tendency to believe this man. From conversations with police detectives who were involved in the extensive investigation, I learned that several detectives had believed that he was innocent. Also, the man had a criminal history and had been imprisoned before for statutory rape. Although he could have been kept in prison inde nitely, he was released because he was considered to no longer be a

Fulton, J.F. (1928). Observations upon the vascularity of the human occipital lobe during visual acuity. Brain, 51(Pt. 3), 310 320.

The degree of motivation needed to obtain the answer and publish the results should not be underestimated, because the process is so time consuming that there is a great tendency to quit prior to completing the process. Among clinical studies that are completed and have results presented in abstract form, less than half are subsequently published as journal articles. The most common reason that results of clinical studies are not published is that investigators are too busy to write the manuscript.1

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b) n=4;

Per Serving: (11 4 inch/3.2 cm slice, 112 g ) Calories 186; Available carbohydrate 5 g; Carbohydrate 6 g; Fibre 1 g; Fat 10 g; Protein 18 g; Cholesterol 85 mg; Phosphorus 205 mg; Potassium 359 mg; Sodium 393 mg. 1 Serving = 0 Carbohydrate Choices Per Serving: (21 2 tbsp/37 ml sauce) Calories 37; Available carbohydrate 3 g; Carbohydrate 3 g; Fibre 0 g; Fat 2 g; Protein 2 g; Cholesterol 0 mg; Phosphorus 34 mg; Potassium 105 mg; Sodium 32 mg. 1 Serving = 0 Carbohydrate Choices

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