https://gdpark.blog/tags/swaps/Recent content in Swaps on gdpark.blogHugoenTue, 22 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-08-swaps/Mon, 21 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-08-swaps/A casual breakdown of how interest rate swaps work — exchanging fixed and floating payments on a notional principal, and why anyone would actually do that.https://gdpark.blog/posts/derivatives-09-swaps-practice-problems/Tue, 22 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-09-swaps-practice-problems/Working through classic swap design problems — comparative advantage, LIBOR discounting, and currency swaps — with the actual numbers worked out step by step.