Ryan O’Connell, CFA, FRM explains an interest rate swap valuation example in Excel. The swap in question is a plain vanilla interest rate swap.
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Chapters:
0:00 – Intro to Interest Rate Swaps
0:29 – Swap Basics & The Treasury Curve Explained
1:29 – Value a Series of Fixed Rate Payments
3:00 – Value a Series of Floating Rate Payments
4:12 – Value a Plain Vanilla Interest Rate Swap
5:18 – Price an Interest Rate Swap Using Excel Solver
Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
