Flavell, Richard R - 2010 - 2nd ed.
.1 Discounting, the time value of money and other matters -- 2.2 Forward rate agreements (FRAs) and interest rate futures -- 2 ….3 Short-term swaps -- 2.4 Convexity bias in futures -- 2.5 Forward valuing a swap -- 3 Generic Interest Rate Swaps …