Swaps (SOA Exam FM – Financial Mathematics – Module 4, Section 7, Part 1)

Описание к видео Swaps (SOA Exam FM – Financial Mathematics – Module 4, Section 7, Part 1)

AnalystPrep Actuarial Exams Study Packages (video lessons, study notes, question bank, and quizzes) can be found at https://analystprep.com/shop/actuaria...

SOA Exam FM (Financial Mathematics) Module 4, Section 7, Part 1

After completing this video you should be able to:

Define and recognize the definitions of the following terms: swap rate, swap term or swap tenor, notional amount, market value of a swap, settlement dates, settlement period, counterparties, interest rate swap net payments.
Given sufficient information, calculate the market value, notional amount, spot rates or swap rate of an interest rate swap.

Комментарии

Информация по комментариям в разработке