Analysis on Interest Rate SWAPs: a Case study
II Chao-min
Abstract
II Chao-min
Abstract
Under the condition of perfect financial marker, the article discussed the pricing mechanism of interest rate SWAP between floating and fixed assignment. Based on this, the author even develop a software to make the calculation easier.
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Under the condition of perfect financial marker, the article discussed the pricing mechanism of interest rate SWAP between floating and fixed assignment. Based on this, the author even develop a software to make the calculation easier.
Key concepts: Interest rate swap, Swap (finance), Interest rate derivative, Interest rate, Floating interest rate, Economics, Software, Econometrics