basic-interest-rate-swap-valuation

  1. Nicole Seaman

    P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation

    Learning objectives: Explain the mechanics of a plain vanilla interest rate swap and compute its cash flows ... Calculate the value of a plain vanilla interest rate swap based on two simultaneous bond positions. Calculate the value of a plain vanilla interest rate swap from a sequence of forward...
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