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Valuation of "Plain-Vanilla" Interest-Rate Swaps
Conroy, Robert M.; Eades, Kenneth M. Technical Note F-1121 / Published July 27, 1997 / 16 pages. Collection: Darden School of Business
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Product Overview

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




  • Videos List

  • Overview

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

  • Learning Objectives