6.11 The Swap Figure 6.6, page 132) 9.95 10% AAA BBB LⅠBOR+1 LIBOR Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 6.11 The Swap (Figure 6.6, page 132) AAA BBB LIBOR LIBOR+1% 9.95% 10%