Pricing Interest Rate Swaps – Fixing the term structure
3 mins read Defining the Par Term Structure Step 1: Select an appropriate term structure Based on the interest rate swap being priced
3 mins read Defining the Par Term Structure Step 1: Select an appropriate term structure Based on the interest rate swap being priced
2 mins read The following process will be followed when determining the value or price of an interest rate swap. Firstly, a default