Interst Rate Swaps
Although intuitive at the macro level, interest rate swaps are actually very complicated derivative instruments. There are several parties involved in the swap transaction, documentation is often unfamiliar, pricing is a mystery and, the accounting and cash settlement mechanics can be confusing. This site is being built to de-mystify the entire swap process. InterstRateSwaps.info is a perpetual work-in-progress. Feedback from you, the users, will be incorporated into the site as new features, options and services. It is the goal of our staff to provide you with analytical tools, background information, academic information and general commentary on interest rate swaps. Its initial focus is on pricing interest are swaps. I have not found any better site for an overview of the swap market including models to calculate a swap rate for you with techniques used by professional swap traders.