swap-rate
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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...- Nicole Seaman
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- basic-interest-rate-swap-valuation bootstrap forward-rates hull swap-rate
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