Hi again, Oops, I meant the expected value of the swap is: 5*0.5 + 20*0.5 = 12.5
Too late, must get to bed. Jim ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
