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What is Unwinding and Hedging Swaps Explained about?

This document summarizes a training course on valuing, unwinding, and hedging swaps. It discusses the basic principles of valuing financial instruments using present value of expected cash flows. It then covers yield curves, including par, zero-coupon, and forward curves. It explains how to derive zero-coupon rates from par curves through bootstrapping and how forward rates are implied. The document shows how these concepts are used to price interest rate swaps by equating the present value of fixed and flo

Author

swinki3

Language

EN