Run the Code

To run your code, create a new configuration with the following details, and then run it.

  • Configuration name: IRS
  • Library: fpp-library
  • Script file: IRS
  • Pricing data file: IRS
  • Document file: IRS

You must obtain the following result:

Fig. 14: Net present value of the interest rate swap.

Fig. 14: Net present value of the interest rate swap.