问题如下：
9.Based on Exhibit 6 and the three-month US dollar Libor at expiration, the payment amount that the bank will receive to settle the 6 x 9 FRA is closest to:
选项：
A.$19,945.
B.$24,925.
C.$39,781.
解释：
A is correct. Given a three-month US dollar Libor of 1.10% at expiration, the settlement amount for the bank as the receive-floating party is calculated as
Settlement amount (receive floating) = NA{[Lh(m) - FRA(0,h,m)]tm}/[1 + Dh(m)tm]
Settlement amount (receive floating) = $20,000,000[(0.011 - 0.0070)(90/360)]/[1 + 0.011(90/360)]
Settlement amount (receive floating) = $20,000/1.00275 = $19,945.15
Therefore, the bank will receive $19,945 (rounded) as the receive-floating party.
请问下，求value的画图法，我看视频里老师是在当前时刻向上箭头－向下箭头，现在求的是6时刻的value，也就是loan开始，FRA到期时刻，那么向上箭头应该就是借入的本金P，向下箭头应该是9时刻本息和按照题目要求的折现率1.1%，折现到6时刻两者做差。好像跟教研画的图不太一样，怎么折了未来两个箭头。
