Pricing and Valuation of Interest Rates and Other Swaps

Learn essential concepts about swap contracts, their relationship to forward contracts, and key pricing mechanisms in this focused CFA® Level I exam preparation video. Master the fundamentals of derivatives by exploring swap contract structures, understanding the differences between swaps and forward contracts through practical examples, and analyzing how to determine swap values and prices. Work through practice questions to reinforce understanding of why forward and futures prices differ, while developing crucial skills for comparing contract values across different derivative instruments.