Pricing and Valuation of Interest Rate and Other Swaps
Free CFA Level I lesson in Derivatives. 10 min read, ~1,432 words.
© CFA Institute. Reproduced under EPP listing. - describe how swap contracts are similar to but different from a series of forward contracts. - contrast the value and price of swaps.
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Key Takeaways
- Exam Shortcuts
Learning objectives
- pricing and valuation of swaps
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