Skip to contentSkip to search

Ask the Tutor ACCA AFM

Interest rate forwards to value a simple interest rate swap contract

Former userFormer user4y ago

[Content removed at user request]

John MoffatJohn MoffatTutor4y ago#1
The article is not saying that they will use FRA's in addition to doing a swap. It is saying that it is the forward interest rates that will have been used to determine the interest rate given by the swap.
Sign into reply to this topic.