Product details

By continuing to use our site you consent to the use of cookies as described in our privacy policy unless you have disabled them.
You can change your cookie settings at any time but parts of our site will not function correctly without them.
Published by: Darden Business Publishing
Originally published in: 1997
Version: 12.2003
Length: 13 pages
Data source: Generalised experience

Abstract

This note takes students step by step through the evaluation of an interest-rate swap. It assumes students have a strong grounding in the concepts of forward rates and spot rates.

About

Abstract

This note takes students step by step through the evaluation of an interest-rate swap. It assumes students have a strong grounding in the concepts of forward rates and spot rates.

Related