Demystified - Pricing of Interest Rate Swaps - CFA Level II

[@abhishekkumarrai137]

I really think this is the simplest and best IRS pricing/Valuation video on KZbin. Explained in a layman's terms. A request, could you please share a similar video for CDS pricing and valuation swell. Thanks.

[@swapskillsacademy575]

I remember starting on the swaps desk at First Chicago (now J.P. Morgan) in 1991 and a letter was sent to me, Simon Rogers, on the S.W.A.P.S desk. Someone thought it stood for something, like Special Weapons And Products (!). It only means you are "swapping" cash flows. Always draw them out to make sure you are using the correct side of the bid/offer spread.

[@IFT-CFA]

Please elaborate on the question. IFT support team

[@vaibhavbagdi]

Sir your examples are very intuitive! Thanks for helping CFA students

[@IFT-CFA]

Dear Vaibhav, You are most welcome! IFT's objective is to help CFA candidates around the world. There is more material on our website: ift.world/ Please like our FB page (facebook.com/CFA.Trainer) and join Analystforum.com where I will be most grateful if you can show your status as “Studying with IFT”.. IFT Support Team

[@srivatsanr1976]

Extremely well taught Sir. This video saved me so much time. Your other videos are just as immensely useful. Concise and informative.

[@AKN78]

Lucid explanation, wish I could have found this channel sooner

[@IFT-CFA]

We are glad you find our videos helpful. There is more material on our website: ift.world/ as well as a free trial to our packages. Please like our FB page (facebook.com/CFA.Trainer) to support us. Thanks!

[@bahfrancis6784]

@@IFT-CFA thanks for this explanations,what about accrual valuation ? do you have an example to show please?

[@edilo4289]

Excellent!!!! thank you !!!

[@IFT-CFA]

+edi lo You are most welcome! IFT's objective is to help CFA candidates around the world. There is more material on our website: ift.world/ Please like our FB page (facebook.com/CFA.Trainer) and join Analystforum.com where we will be most grateful if you can show your status as “Studying with IFT”. Thank you!

[@nitesh_YT_7]

@21:04 why my D1 is coming 0.274?

[@shivbhaktajoshi]

Nice, thank you!