Posted inFinance Reversing a Swap Transaction in Excel A swap is a contract between two parties to exchange payments based on some underlying…
Posted inFinance Understanding Marking-to-Market a Swap in Excel Marking-to-market a swap is a technique for valuing it using current market prices. It involves…
Posted inFinance Pricing Longer-Term Swaps in Excel A swap is a contract between two parties to exchange cash flows in the future,…
Posted inFinance Understanding the Pricing Link between FRAs and Interest Rate Swaps in Excel An FRA is a contract between two parties that determines the interest rate to be…
Posted inFinance Converting Between Different Quotation Swap Bases in Excel A bond is a type of debt instrument that pays a fixed or variable interest…
Posted inFinance Converting Quotation Swap Bases in Excel A quotation swap base is the reference rate that is used to determine the floating…
Posted inFinance Understanding and Calculating ACT/365 Swap in Excel An ACT/365 swap is a type of interest rate swap, which is a financial contract…
Posted inFinance Understanding ACT/ACT Swap in Excel An ACT/ACT swap is a type of security-based swap (SBS) that is regulated by the…
Posted inFinance Understanding Basis Swaps in Excel A basis swap is a type of interest rate swap that involves exchanging two floating…
Posted inFinance Understanding Swap Speculation in Excel Swap speculation is a type of financial activity that involves entering into swap contracts with…