i have an interview for an interest rate derivatives middle office role. i would appreciate any help for the below questions that i've received in past middle office interviews (but bombed):
1. How do you calculate the P&L for interest rate swaps?
2. How would you hedge a swaption?
3. How would you construct a Libor curve?
Any help would be great!
Thanks
1. How do you calculate the P&L for interest rate swaps?
2. How would you hedge a swaption?
3. How would you construct a Libor curve?
Any help would be great!
Thanks