Finance School of Management SWAP 1120% AAA LIBOR BBB Corp. Corp. 11% LIBOR investors investors LIBOR-0. 20% 11.70% uesTc22 Finance School of Management SWAP LIBOR-0.20％ 11.70％ 11% AAA LIBOR Corp. BBB Corp. investors investors 11.20% LIBOR +0.5%