![P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation | Forum | Bionic Turtle P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation | Forum | Bionic Turtle](http://learn.bionicturtle.com/images/2017/forum/P1.T3.722.1.png)
P1.T3.722. Using the swap rate to bootstrap the forward rate and basic interest rate swap valuation | Forum | Bionic Turtle
![Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect](https://ars.els-cdn.com/content/image/1-s2.0-S1059056021002136-gr1.jpg)
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
![Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect](https://ars.els-cdn.com/content/image/1-s2.0-S1059056021002136-gr3.jpg)