Скачать или смотреть How to value an interest rate swap (Mechanics of it)

An Interest Rate Swap (IRS) can be valued in two ways 1. A combination of a fixed and floating rate bond 2. A series of Forward Rate Agreements (FRA). Watch the video carefully to develop your concepts around these two methods with examples. This is very important if you are preparing for CFA/FRM like exams.
This video also covers around commonly used terms like gross settlement and net settlement.

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