Moving the patient's knee through a short arc of motion helps identify the joint lines. Range of motion should be assessed by extending and flexing the knee as far as possible (normal range of motion: extension, zero degrees; flexion, 135 degrees).oving the patient's knee through a short arc of motion helps identify the joint lines. Range of motion should be assessed by extending and flexing the knee as far as possible (normal range of motion: extension, zero degrees; flexion, 135 degrees).
Introduction. An interest rate swap is a contractual agreement between two counterparties to exchange cash flows on particular dates in the future. There are two types of legs (or series of cash flows). A fixed rate payer makes a series of fixed payments and at the outset of the swap, these cash flows are known.o value a swap, the present value of cash flows of each leg of the transaction must be determined. In an interest rate swap, the fixed leg is fairly straightforward since the cash flows are specified by the coupon rate set at the time of the agreement.
The exchange of two securities, interest rates, or currencies for the mutual benefit of the exchangers. For example, in an interest rate swap, the exchangers gain access to interest rates available only to the other exchanger by swapping them. In this case, the two legs of the swap are a fixed interest rate, say 3.5%, and a floating interest rate, say LIBOR + 0.5%. In such a swap, the only things traded are the two interest rates, which are calculated over a notional value. Each party pays the other at set intervals over the life of the swap.