Interest Rate Swap Tutorial, Part 4 of 5, Swap Curve Construction

Swap curve construction In the previous articles we described basic swap terminology, created coupon schedules and calculated fixed and floating coupon amounts. We also present valued our cashflows and calculated forward rates from our Zero Curve. A…

Making business easier…

Well Hedgebook is officially underway. That feels good. Isn’t it great when a good idea comes to fruition. Heaven knows most of them don’t…And as they say, its often the simple ideas that turn out…