volatility-swaps

  1. Nicole Seaman

    P1.T3.23.8. Interest rate swap valuation

    Learning objectives: Calculate the value of a plain vanilla interest rate swap from a sequence of FRAs. Explain the mechanics of a currency swap and compute its cash flows. Explain how a currency swap can be used to transform an asset or liability and calculate the resulting cash flows...
    • Nicole Seaman
    • Thread
    • cash-flow commodity-swaps credit-default-swap currency-swaps exotic-swaps forward-exchange-rate interest-rate-swap-valuation plain-vanilla-interest-rate-swap volatility-swaps
    • Replies: 0
    • Forum: FRM® Practice Questions
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