🔄 Plain Vanilla Swaps

This sub-topic presents mathematical documentation, a user manual, and two calculation tools for the valuation and risk assessment of plain-vanilla swaps.

The Documents & Materials section contains a mathematical description of a plain-vanilla swap.

Specifically, the following elements are covered:

- Theoretical foundations (discount factors, forward rates)

- Swap valuation

- Methodology based on historical time series

- Worked example

- Additional risk metrics

- Formula reference

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TheDocuments & Materials section also includes a detailed user manual. The Tools & Calculators section contains one calculation tools for valuation and risk assessment.

Specifically, the following elements are covered:

- User interface description

- Parameter input

- Yield curve input

- Interpretation of results

- Excel export of results

- Troubleshooting