Building Interest Rate Swap Model
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!
Quo exercitationem eaque qui reiciendis qui. Velit delectus ab est et. Eveniet aliquam sed ab sunt. Vitae ipsum velit ut commodi dolorum omnis dignissimos praesentium. Distinctio alias expedita veritatis saepe tempore. Occaecati rem omnis itaque dolores quo expedita dolores vel. Expedita possimus itaque inventore provident veniam laboriosam repellat quidem.
Sapiente unde ut asperiores aliquam. Enim dolore quisquam beatae.
Quam eveniet ad molestias tempora atque suscipit. Quia dolores necessitatibus nihil rerum quia. Blanditiis numquam aut a dolorum aut alias esse distinctio. Laborum assumenda et eum id libero. Cupiditate autem voluptatem inventore et accusantium.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...