Valuing an Interest Rate Swap

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[@hahahawoo1516]

Thank you for your video, but what is the value of the swap if one year has passed?

[@SlashFlashTrash]

The bank pays floating (which has a higher PV) and receives fixed (which has a lower PV). Why is the value of the value of the swap positive for the bank?

[@pabloc917]

Hi, thanks for the explanation. Just clarification, shouldn't the value be positive for the receiver of floating rate bond, pay fixed ; negative for receiver of fix, pay floating? 06:56

[@kbjninja8246]

why did you use exp as a function

[@adityajoshi6422]

assmued continuous compounding

[@gb-dt3vk]

so many questions not well explained