Can you someone share me Interest Rate Swap Pricing and valuation steps with example excel sheet.
mainly excel sheet helps me a lot
I wrote a couple of articles on this that may be of come help:
- Pricing: http://financialexamhelp123.com/pricing-plain-vanilla-interest-rate-swaps/
- Valuing: http://financialexamhelp123.com/valuing-plain-vanilla-interest-rate-swaps/
I put it all together in Excel. It’s not difficult.