Free
Swaps
Course Syllabus
02
An interest rate swap is an exchange of cash flows between two parties where party A pays a fixed rate and receives a floating rate and party B receives a fixed rate and pays the floating rate. An interest rate swap contract has the following characteristics:
What's Included:
eBook in PDF format
All code files used in the book
All data files used in the book
All related book resources
Topics Covered
Securities & Markets
Data Science for Finance Bundle
$56.99$39
Learn the fundamentals of R and Python and their application in finance with this bundle of 9 books.