Hi I am trying to move to a Rate Sales Role and am trying to build a swap model.
I have set it so NPV=0 at inception if both side pay on the same dates. I know however, one side pays semiannual and one side pays quarterly so my model isn't correct with my solved for swap rate.
Can anyone help with setting a swap model with different payment schedules and solving for the swap rate? I was told to use solver but I can't quite figure it out. Thanks!
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