Overview Basis Swap Product and Valuation

A basis swaps is an interest rate swap that involves the exchange of two floating rates, where the floating rate payments are referenced to different bases. This presentation gives an overview of interest rate basis swap product and valuation model at... More

A basis swaps is an interest rate swap that involves the exchange of two floating rates, where the floating rate payments are referenced to different bases. This presentation gives an overview of interest rate basis swap product and valuation model at http://www.finpricing.com/lib/IrBasisSwap.html Less